Page 1 of 1
Date Function/Manipulation (@month / @movav)
Posted: Tue May 11, 2010 10:36 am
by fmramos
Hi all!
I'm trying to easily extract the moving average of a time series in the year.
So, I know the function "@month". For the given month 'i', 'i'=1,2,...,12.
I've combined it with the @movav function in the way: @movav(X,i).
I'm not getting what I expected. What probably I've done wrong?
Tks in advance, Fabio.
Re: Date Function/Manipulation (@month / @movav)
Posted: Tue May 11, 2010 11:50 am
by EViews Gareth
I'm not 100% certain I understand what you're after here.
Are you just saying you want the cumulative average from the start of each year?
Re: Date Function/Manipulation (@month / @movav)
Posted: Tue May 11, 2010 11:54 am
by fmramos
yep. Tks.
Re: Date Function/Manipulation (@month / @movav)
Posted: Tue May 11, 2010 12:02 pm
by EViews Gareth
A simple:
Code: Select all
series cumsum = @recode(@year=@year(-1),x+cumsum(-1),x)
Will do it, apart from for the first year. To get the first year working, you'll have to do something like:
Code: Select all
smpl @all
series cumsum = x
smpl @first+1 @last
cumsum = @recode(@year=@year(-1),x+cumsum(-1),x)
smpl @all
Re: Date Function/Manipulation (@month / @movav)
Posted: Tue May 11, 2010 12:13 pm
by fmramos
Ok. Tks. I was trying something direct (to build a kind of formula link).
Do u know why "@movav" with "@month" doesn't work?
Tks, Fabio.
Re: Date Function/Manipulation (@month / @movav)
Posted: Tue May 11, 2010 1:58 pm
by EViews Gareth
Well, @movav is meant to move both the start and end point. You want to only move the end point, and then jump the start point.