binary series out of discrete data
Posted: Fri Jul 26, 2013 4:19 am
hello! I have been looking for an easy way to traxsform discrete time series data into binary format, e.g. for the return series
+3%
-1%
-2%
+5%
+1%
I would like to create a series that reflects only the sign of the returns (return<0--> "0", return>0 --> "1")
that would then be the following series in this case:
1
0
0
1
1
is there an easy way to do this?
thanks,
Wolfgang
+3%
-1%
-2%
+5%
+1%
I would like to create a series that reflects only the sign of the returns (return<0--> "0", return>0 --> "1")
that would then be the following series in this case:
1
0
0
1
1
is there an easy way to do this?
thanks,
Wolfgang