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generate change in series

Posted: Tue Mar 29, 2011 9:11 am
by Prashant19
I have two series bse index and exchange rate, now both the series are non stationary seriers under ADF test, but under Ist difference they both are stationary. I wanting to get (change in bse index) and (change in exr) series. How to obtain change in series. The data is as follows:

BSE Index
3,841.11
3,755.10
4,256.09
4,305.76
3,876.08
3,902.03
3,803.24
3,560.29
3,658.98
3,224.36
3,622.22
3,892.75
4,006.81

EXR
35.8281
35.8248
35.8202
35.7474
36.0085
36.4756
36.302
37.2889
39.4
39.391
39.0079
39.5686
39.7029

Re: generate change in series

Posted: Tue Mar 29, 2011 10:10 am
by startz

Code: Select all

d(exr)

Re: generate change in series

Posted: Fri Apr 01, 2011 1:31 pm
by Prashant19
Thank you for your reply! with d(exr) I can have change in exr at Ist difference.

But, someone told me that, to get (suppose) change in x you should apply:

Change in x = (Month2/Month1)*100-100

Please help me I'm confused!

Re: generate change in series

Posted: Fri Apr 01, 2011 1:32 pm
by EViews Gareth

Code: Select all

x/x(-1)*100-100

Re: generate change in series

Posted: Fri Apr 01, 2011 1:35 pm
by Prashant19
Yes! I mean that only.
So, should I apply d(exr) or x/x(-1)*100-100

And whats the difference btw them?

Re: generate change in series

Posted: Fri Apr 01, 2011 1:51 pm
by EViews Gareth

Code: Select all

d(x) = x - x(-1)

Re: generate change in series

Posted: Fri Apr 01, 2011 2:26 pm
by Prashant19
Thank you!