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converting incremental monthly series to quarterly

Posted: Tue Jul 05, 2016 10:46 am
by spradhan
Hi,
I've incremental monthly series with value increasing for each month till M12.
Now for converting this series to quarterly, I need to keep Q1 value as it is for M03. Q2 = M6-M3, Q3=M9-M6 and Q4=M12-M09. Don't know how to create such series.
So, please let me know a function that will do this transformation.

Thanks,
Santosh

Re: converting incremental monthly series to quarterly

Posted: Tue Jul 05, 2016 11:14 am
by EViews Gareth
You'll have to do it in a few steps.

Code: Select all

copy(c=l) monlypage\y quarterlypage\y smpl if @quarter<>1 y = y-y(-1) smpl @all
Where Y is the underlying series, and monthlypage and quarterlypage are your pages.

Re: converting incremental monthly series to quarterly

Posted: Tue Jul 05, 2016 11:49 am
by spradhan
Hi Gareth,

thank you so much for this help :D