EViews.com

Posted: **Thu Nov 21, 2019 11:10 am**

Hi there,

I was hoping for some help.

I have a large number of monthly time series, for which I've been trying to work out how to extract a count of the observations that sit within a given range for each month. To be more specific, they're all monthly percent changes in the various sub-components of the headline consumer price index and I wanted to count, for example, how many of those sit within the range +1% MoM to +1.5% MoM.

I thought I might be able to do it using @obsby but haven't had any success.

Any thoughts?

Thanks

Posted: **Thu Nov 21, 2019 11:14 am**

Code: Select all


smpl if cpig>0.01 and cpig<0.015
scalar num = @obssmpl

Posted: **Fri Nov 22, 2019 2:18 am**

Thanks for your reply, Gareth, but it hasn't done the trick.

I'm getting an error that '@OBSSMP is an illegal or reserved name in "SCALAR NUM = @OBSSMP" ' (I'm using Eviews 11).

Also (and, sorry, perhaps I wasn't clear enough in my original post), I want to return the number of observations within that range for each month, so the output is a timeseries rather than a scalar value.

Thanks for your help.

Posted: **Fri Nov 22, 2019 8:16 am**

Code: Select all


alpha yearmonth = @datestr(@date, "YYYYMM")
smpl if cpig>0.01 and cpig<0.015
series num = @obsby(cpig, yearmonth)

EViews.com

Count of observations falling within a range

Count of observations falling within a range

Re: Count of observations falling within a range

Re: Count of observations falling within a range

Re: Count of observations falling within a range