The RATS Software Forum

Hello,

I am converting weekly data into monthly. The output is not based on weekly averages if I check it by excel. Any suggestion?

Sincerely,
Sajjadur.

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CAL(M) 1973:02
All 2007:12
open data Data_combined_Date.xls
data(for=XLS,org=obs) / FED_RATE LOAN Div_yield_growth DGS10 MKT_RET
print / FED_RATE LOAN Div_yield_growth DGS10 MKT_RET
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Output based on RATS:
1973:03 7.06737327189 0.853399982560 -11.75734003403 6.71012903226 -0.091483870968
1973:04 7.14852380952 0.466791091377 -16.14767370296 6.67148333333 -0.161066666667

Output based on excel (weekly averages)
1973:03 7.055 0.906995644 -7.469532961 6.7095 -0.0445
1973:04 7.101428571 0.452347527 -24.04291589 6.669375 -0.2245

It's doing what is described in the manual:

https://estima.com/docs/RATS%2010%20Int ... f#page=113

Weeks that span the boundary between months are split (prorated by days) between the two months.