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finding maximum to certain date

Posted: Mon Apr 04, 2011 3:09 pm
by dasilver
I want to create a series that is the maximum value of another series up to that date. Is there a way to do this in EViews? I can create a 1-column matrix that is equivalent to what I want, but I cannot convert it back into a time series.

Thank you.

Re: finding maximum to certain date

Posted: Mon Apr 04, 2011 3:13 pm
by EViews Gareth
Aren't you just talking about the @cummax function?

Re: finding maximum to certain date

Posted: Mon Apr 04, 2011 3:29 pm
by dasilver
that is exactly what I needed - thanks!