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Hello,

my workfile consists of different pages with different sampling frequencies (1. page- daily, 2. page -monthly, 3. page - quaterly).
I am trying to copy monthly data to the quaterly data page by taking the geometric mean of every quater.
I know about the possibility "paste special..." and to select some methods.
But I did not find a way to convert the monthly data into the the geometric mean for each quater.
Does somebody have an idea?

Thank you very much in advance!
Jelena

You can try the following trick:
1) Take the logarithm of the monthly series.
2) Copy and paste special the values to your quarterly page using "Average observations" as the high-to-low frequency conversion method.
3) And take the exponential of the series.

Hello,

thanks for your response!

I thought of the following definition of the geometric mean:

(return 1 * return 2 *...* return n)^1/n

I think your proposed procedure doesn't really reflect this definition...
Do you maybe have another idea? I am thankful about every hint :)

In fact, it does:
(return 1 * return 2 *...* return n)^1/n = exp[(ln(return1) + ln(return2) + ... + ln(returnn))/n]

Thanks! It works :)
Sorry for the confusion!