Set frequency conversion method.
Determines the default frequency conversion method for a series when copied or linked between different frequency workfiles.
You may override this default conversion method by specifying a frequency conversion method as an option in the specific command (using
copy or
fetch or
Link::linkto).
If you do not set a conversion method and if you do not specify a conversion method as an option in the command, EViews will use the conversion method set in the global option.
Syntax
ser_name.setconvert [up_method down_method]
Follow the series name with a period, the keyword, and option letters to specify the frequency conversion method. If either the up-conversion or down-conversion method is omitted, EViews will set the corresponding method to .
Options
The following options control the frequency conversion method when copying series and group objects to a workfile, converting from low to high frequency:
Low to high conversion methods | “r” (constant match average), “d” (constant match sum), “q” (quadratic match average), “t” (quadratic match sum), “i” (linear match last), “c” (cubic match last). |
The following options control the frequency conversion method when copying series and group objects to a workfile, converting from high to low frequency:
High to low conversion methods | High to low conversion methods removing NAs: “a” (average of the nonmissing observations), “s” (sum of the nonmissing observations), “f” (first nonmissing observation), “l” (last nonmissing observation), “x” (maximum nonmissing observation), “m” (minimum nonmissing observation). High to low conversion methods propagating NAs: “an” or “na” (average, propagating missings), “sn” or “ns” (sum, propagating missings), “fn” or “nf” (first, propagating missings), “ln” or “nl” (last, propagating missings), “xn” or “nx” (maximum, propagating missings), “mn” or “nm” (minimum, propagating missings). |
Examples
unemp.setconvert a
sets the default down-conversion method of the series UNEMP to take the average of nonmissing observations, and resets the up-conversion method to use the global default.
ibm_hi.setconvert xn d
sets the default down-conversion method for IBM_HI to take the largest observation of the higher frequency observations, propagating missing values, and the default up-conversion method to constant, match sum.
consump.setconvert
resets both methods to the global default.
Cross-references
See
“Frequency Conversion” for a discussion of frequency conversion and the treatment of missing values.
See also
copy and
fetch, and
Link::linkto.