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Obtaining Original Data from diff series

Posted: Sun Apr 12, 2009 10:14 pm
by alirezan321
Hi There,

This is something that can easily be done in Excel, but I couldn't figure how to do it in Eview.
Assume I have a series y and I generate another series dy = y - y(-1). The question is if I only know the initial value of y, how I can reconstruct y from the dy series?

Thanks,
Ali.

Re: Obtaining Original Data from diff series

Posted: Mon Apr 13, 2009 4:32 am
by startz
Hi There,

This is something that can easily be done in Excel, but I couldn't figure how to do it in Eview.
Assume I have a series y and I generate another series dy = y - y(-1). The question is if I only know the initial value of y, how I can reconstruct y from the dy series?

Thanks,
Ali.
enter the initial value of y. Then

Code: Select all

smpl 2 @last y = dy + y(-1)

Re: Obtaining Original Data from diff series

Posted: Mon Apr 13, 2009 4:31 pm
by alirezan321
Thanks a lot.
Is it possible to write this as a link object, so it would automatically update itself if dy changes?

Re: Obtaining Original Data from diff series

Posted: Mon Apr 13, 2009 4:38 pm
by EViews Gareth
Unfortunately since you need an initial value for Y, you can not express Y as an automatically updating formula.

Re: Obtaining Original Data from diff series

Posted: Mon Apr 13, 2009 5:47 pm
by alirezan321
Is it possible to define a sequence of commands as a Macro? And then run the Macro with new parameters.

Re: Obtaining Original Data from diff series

Posted: Mon Apr 13, 2009 8:23 pm
by EViews Gareth
You can write a program...