Simple (?) data combination
Posted: Mon Mar 02, 2015 10:37 am
Hello, i am new to this forum and i hope not to waste somebody's time here, but i cant' figure out to manage the following (eventhough i have searched the forum and manual etc.):
I want to construct a VAR using long as possible time series. I have two time series on the WorldGDP. One series "A" (from Madission Database) starts in 1900 and ends in 2008. The other one "B" is from the OECD covering the years 1959 to 2014. After seperate transformations (diff and log) i want to "combine" these two series, or rather i want to construct a series in RATS which combines the values of "logdiff A" from 1901-2008 and the values of "logdiff B" for 2009-2014.
Of course that can be done by manipulating the data in the sources files, but is there a way to do this in RATS?
Thank you in advance.
Lars
I want to construct a VAR using long as possible time series. I have two time series on the WorldGDP. One series "A" (from Madission Database) starts in 1900 and ends in 2008. The other one "B" is from the OECD covering the years 1959 to 2014. After seperate transformations (diff and log) i want to "combine" these two series, or rather i want to construct a series in RATS which combines the values of "logdiff A" from 1901-2008 and the values of "logdiff B" for 2009-2014.
Of course that can be done by manipulating the data in the sources files, but is there a way to do this in RATS?
Thank you in advance.
Lars