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estimation with different frequency time series

Posted: Thu Oct 06, 2011 3:00 am
by robwareing
Hi

I have Eviews 6 and am tring to run a canonical cointergrating regression for a quarterly frequency dependent variable with an annual frequency explantory variable. Does eviews 6 have the capability to do this? If so how do I do this (what is the command and process)?

Thanks
Rob

Re: estimation with different frequency time series

Posted: Thu Oct 06, 2011 7:57 am
by EViews Gareth
You'll have to copy the annual variable onto the quarterly page (or vice versa) and use frequency conversion to make them both the same frequency.