Page 1 of 1
Converting frequency to 5-year average
Posted: Wed Jan 13, 2010 7:58 am
by aradziwill
I am a relatively experienced user of eviews, but rather new to version eviews 6
I am tryig to convert my annual panel data into 5 years annual averages (create new page with this new frequency)
Somehow, I cannot find the necessary conversion option either in help or FAQ, and I know that my colleagues actually make such conversion outside eviews, either in stata or excel. I m pretty sure there must be an easier way.
How can it be done, many thanks,
Artur
Re: Converting frequency to 5-year average
Posted: Wed Jan 13, 2010 9:03 am
by EViews Gareth
You're going to have to be a bit more specific as to what exactly you're trying to do.
Do you want the new page to be a panel, where you're taking the average over 5 year periods, or do you want the new page to be a time-series where you're taking the average over cross-sections?
Re: Converting frequency to 5-year average
Posted: Wed Jan 13, 2010 9:06 am
by aradziwill
First option: I want this new page to be a panel, where I am taking the average over 5 year periods (for each cross-section)
Many thanks
Artur
Re: Converting frequency to 5-year average
Posted: Wed Jan 13, 2010 9:09 am
by aradziwill
... so that I have new panel that has new frequency, so the observations are 1970-1974, 1975-1979 etc.
Re: Converting frequency to 5-year average
Posted: Wed Jan 13, 2010 9:30 am
by EViews Gareth
EViews 6 does not support frequencies of 5 year intervals, you'll have to upgrade to EViews 7 for that.
However you can calculate the averages if you're willing to put the data into an unstructured page. It is a bit tricky, but the following code will do it:
Code: Select all
series t=@trend
series t5 = @floor(t/5)
pagestruct @date(t) crossid
!min = @min(t5)
!max = @max(t5)
!nobs = !max-!min
pagecreate u !nobs
series t5=@trend
copy(c=mean) untitled\x untitled1\ @src t5 @dest t5
Where X is the series you want to convert, and the page it is currently located in is called "untitled"
Re: Converting frequency to 5-year average
Posted: Wed Jan 13, 2010 11:34 am
by aradziwill
Thanks a lot, but it does not seem to do a job for me
In the end, I want to have a panel with the same crossections, but for these new frequencies.
Your program for any given variable x, creates just a number of observations corresponding to number of 5-year periods.
I need this done for every single cross-section in the original panel. Can it be done?
Many thanks, again
Artur
Re: Converting frequency to 5-year average
Posted: Wed Jan 13, 2010 11:37 am
by EViews Gareth
My bad.
Code: Select all
create a 1950 2000 10
series x=nrnd
series t=@trend
series t5 = @floor(t/5)
pagestruct @date(t) crossid
!min = @min(t5)
!max = @max(t5)
!nobs = !max-!min
!cross = @max(crossid)
pagecreate u 1 !nobs !cross
series t5=@trend
copy(c=mean) untitled\x untitled1\ @src t5 crossid @dest t5 crossid
Re: Converting frequency to 5-year average
Posted: Thu Jan 14, 2010 3:18 am
by aradziwill
Thank you very much. The last bit I am failing to do is to adjust the code, when the crossid in the origial panel are alphanumeric, such as _AUS, _AUT etc. I am sure it can be done easily but all my efforts produce different error message.
Thank you again very much
Artur
Re: Converting frequency to 5-year average
Posted: Thu Jan 14, 2010 8:32 am
by EViews Gareth
I think the only bit that relies on crossid being numeric is the:
part, which is simply calculating the number of cross-sections you have. You could change that line to be:
to manually set the number of cross-sections (where 10 is the number you have).
Re: Converting frequency to 5-year average
Posted: Thu Jan 14, 2010 10:17 am
by aradziwill
I tried changing this and did not work becasue the last command
copy(c=mean) untitled\x untitled1\ @src t5 crossid @dest t5 crossid
is not excecuted due to error (when crossid is alphanumeric)
Re: Converting frequency to 5-year average
Posted: Thu Jan 14, 2010 10:29 am
by EViews Gareth
Ah yes. Good point.
Change crossid to be @crossid
Re: Converting frequency to 5-year average
Posted: Fri Jan 15, 2010 10:17 am
by aradziwill
Thank you very much. I am done now. Have a good weekend
Artur