MIDAS TRANSFORMATION
Posted: Thu Apr 10, 2025 10:17 am
hI,
I'm trying to build a prg code to implement the U-midas transformation on a group of N monthly variables, that is, for each monthly variable n, it creates 3 quartely ones (n1, n2 and n3). The first will only collect the first motnhs for each quarter values (jan, apr, jul, oct), the second only the second months (feb, may, aug, nov) and the third only the third ones (mar, jun, sep, dec).
Can you help me with that?
Thanks in advance.
I'm trying to build a prg code to implement the U-midas transformation on a group of N monthly variables, that is, for each monthly variable n, it creates 3 quartely ones (n1, n2 and n3). The first will only collect the first motnhs for each quarter values (jan, apr, jul, oct), the second only the second months (feb, may, aug, nov) and the third only the third ones (mar, jun, sep, dec).
Can you help me with that?
Thanks in advance.