Weighted Average of a Time Series

[RobertGarrisonII]

I currently have quarterly time series data that I would like to have weighted and annualized. I would like the weights to be as follows: Q1=.1, Q2=.2, Q3=.3 and Q4=.4. How would I go about assigning these weights to each quarter and thus finding the average?

[EViews Gareth]

You'll probably have to create a new series that is the weighted series, then find the average of it.

In your case, you could create the weighted series as:

Code: Select all

series wgt_x = x*@quarter/10

where X is the name of your base series.