switching between frequencies

[Gilbril]

Dear Tom, i do want to perform some forecasting exercise.

I want to read first monthly data and perform forecasts in monthly frequency.

In a second step I want to transform the monthly forecast series into quarterly averages.

after this I want to repeat this procedure. Take monthly data and transform to quarterly averages and so on.

However when I load monthly data after quarterly data was imported, rats cuts the monthly series before the last observation.
Is there an example file how to Switch multiple times between the frequencies?

Thanks in advance

[TomDoan]

Do you have an explicit range on the DATA instruction? If you don't, it will use the current workspace length which may be (probably is) wrong if you're switching between frequencies.

[Gilbril]

Thanks Tom it works, but another problem occurs. I wanted to use a quite extensive forecasting procedure afterwards to produce the monthly forecasts. I included several set instructions without date range. Simply set Forecast= series an so on. However the procedure stops after each set instruction without date range and cuts the new generated series to the quarterly length. Is there a general workaround or do I have to include a daterange after each set instruction?

[TomDoan]

Probably. The default range on SET runs from 1 to the workspace length. If you are manipulating forecasts, you're probably going outside the workspace length, so you need an explicit range. If you have a whole string of SET instructions using the same range, you can use a SMPL instruction first, as long as you make sure you turn it off at the end.

See SIMULMULT.RPF as an example of a use of SMPL in working with forecasts.

[Gilbril]

thanks, it works. it turns out that I have to write the smaple range directly into the procedure, as the forecast are generated inside the procedure. How can I pass the sample from the normal code into the procedure?

[TomDoan]

A SMPL applies across procedure calls if you want to do that. Otherwise, you would have to include the range as either options or parameters.