Fetching and aggregating data with different frequencies
Posted: Fri Aug 13, 2010 12:06 pm
Hi,
I'm having some trouble bringing in data from our Haver database. Basically, when I attempt to bring in a time series that is originally on a monthly frequency to a workfile that is of a quarterly frequency, it is not bringing in data for which I do not have a full quarter for.
For example, if the dataset ends in May 2010, I can fetch data only up to 2010Q1. Now there's nothing inherently wrong with that, but all of my colleagues are able to fetch data for 2010Q2 whereby Eviews simply takes the average of April and May datapoints and uses that as the Q2 datapoint in the workfile.
My question is: is there some way for me to change the way my Eviews fetches data to be consistent with the way my colleagues are fetching it?
Thanks for your time.
Regards,
FFong
I'm having some trouble bringing in data from our Haver database. Basically, when I attempt to bring in a time series that is originally on a monthly frequency to a workfile that is of a quarterly frequency, it is not bringing in data for which I do not have a full quarter for.
For example, if the dataset ends in May 2010, I can fetch data only up to 2010Q1. Now there's nothing inherently wrong with that, but all of my colleagues are able to fetch data for 2010Q2 whereby Eviews simply takes the average of April and May datapoints and uses that as the Q2 datapoint in the workfile.
My question is: is there some way for me to change the way my Eviews fetches data to be consistent with the way my colleagues are fetching it?
Thanks for your time.
Regards,
FFong