Data Wizard: With Frequency Change

For most users, the bulk of your work will probably involve reading data from Excel spreadsheets or text files, and as demonstrated in Getting Started: Example Three, the Data Wizards (Other Formats) operation is usually the easiest way to go about this. Because you’ll use it often, let’s take another look at a sample Data Wizard dialog. This uses the sample data file haversample.xlsx.

This will generate (something like) the following:

OPEN DATA "C:\Users\Public\Documents\Estima\WinRATS 10\haversample.xlsx"

CALENDAR(Q) 1982:1

DATA(FORMAT=XLSX,ORG=COLUMNS,COMPACT=AVERAGE) 1982:01 2007:02 CBHM FAAA FARMSR FBAA FBAA FBPR FCDS1 FCDS3 $

FCDS6 FCM1 FCM10 FCM2 FCM20 FCM3 FCM30 FCM3M FCM5 FCM6M FCM7 FCME FCP1 FCP3 FFED FLTG FM1 FM2 FTB1Y $

FTB3 FTB30Y FTBS3 HST LR SP500 SPDJI

The original data file had monthly data starting as early as 1921 on some of the series. We have it compact the data to quarterly averages and only use the data from 1982 on.