Works for me:
ssc inst tsmktim
SR Millis
--- "b.qureishi" <[email protected]> wrote:
> Just tried: net install tsmktim.pkg
> However I am being told:
> A- www.stata.con/tsmktim.pkg not found
> B- Could not load tsmktim.pkg from www.stata.com
>
> Regards,
> B
>
> Quoting "Rodrigo A. Alfaro" <[email protected]>:
>
> > You need to download the package, I checked that
> works on
> > version 7 (and up). Type in the Command Prompt:
> >
> > net install tsmktim.pkg
> >
> > About EViews routines, they are not
> "sophisticated" in the other way
> > either. Constant option can be done by -replace-.
> Linear option is
> > available in -ipolate- and other methods of
> splines (Quadratic or
> > Cubic) are available from users codes (type
> spline).
> >
> > As I said before, it makes more sense to work with
> monthly data.
> > Maybe you could interpolated your quarterly GDP,
> and take the
> > last day of your daily dataset.
> >
> > R.
> >
> >
> >
> >
> >
> > ----- Original Message ----- From: "b.qureishi"
> <[email protected]>
> > To: <[email protected]>
> > Sent: Tuesday, April 03, 2007 4:34 PM
> > Subject: Re: st: Re: Currency_Time-series
> >
> >
> >> I never said otherwise.
> >>
> >> I guess il have to make use of excel...or may do
> what Mr Alfaro
> >> suggested (Using
> >> the last price of the month)...unless there are
> anyother ideas...I
> >> tired Wiggans
> >> stata command: tsmktim- this would have been most
> ideal, however, it
> >> seems the
> >> stata v8.2 that im using does not support it.
> >>
> >> Quoting David Jacobs
> <[email protected]>:
> >>
> >>> I didn't say the EViews routines that convert
> higher frequency data
> >>> to lower frequency data are sophisticated. They
> aren't, but the
> >>> routines that work in the opposite direction
> are.
> >>>
> >>> I guess I was implicitly thinking that the best
> compromise might be
> >>> to use the sophisticated routines to convert
> quarterly data to
> >>> monthly data and then convert the daily data to
> monthly as well.
> >>>
> >>> But if you can't afford the $450 or so necessary
> to purchase EViews
> >>> and you can't borrow it temporarily, all of
> this, of course, is
> >>> moot.
> >>>
> >>> DJ
> >>>
> >>>
> >>> At 03:20 PM 4/3/2007, you wrote:
> >>>> Thanks, just went through UCL's software
> database. Unfortunatley, we dont
> >>>> support Eviews. Eviews also do not have a demo
> version that I can
> >>>> download...
> >>>>
> >>>> Regards,
> >>>>
> >>>> Bilal
> >>>>
> >>>>
> >>>> Quoting David Jacobs
> <[email protected]>:
> >>>>
> >>>>> The econometrics package named EViews offers
> sophisticated
> >>>>> routines that convert lower frequency data to
> data at higher
> >>>>> frequencies.
> >>>>> Although it contains many sophisticated
> procedures, this package
> >>>>> is not difficult to learn.
> >>>>>
> >>>>> Dave Jacobs
> >>>>>
> >>>>>
> >>>>> At 02:31 PM 4/3/2007, you wrote:
> >>>>>> Thanks, I guess if no one is able to provide
> direction on my
> >>>>>> initial query, worst case scenario will be
> converting daily
> >>>>>> frequencies into monthly data. I
> >>>>>> may well apply what you have suggested, do
> you recall the source
> >>>>>> of where you
> >>>>>> noted such information?
> >>>>>>
> >>>>>> Regards,
> >>>>>> B
> >>>>>> quoting "Rodrigo A. Alfaro"
> <[email protected]>:
> >>>>>>
> >>>>>>> Bilal
> >>>>>>>
> >>>>>>> I read some articles in applied finance that
> uses monthly data
> >>>>>>> combinated with daily frequency. In the bond
> markets, they used
> >>>>>>> the last day of the month data from the
> daily dataset. I think
> >>>>>>> that you can do the same... but I will be
> suspicious for the
> >>>>>>> case of quarterly.
> >>>>>>>
> >>>>>>> R.
> >>>>>>>
> >>>>>>>
> >>>>>>>
> >>>>>>> ----- Original Message ----- From:
> "b.qureishi" <[email protected]>
> >>>>>>> To: <[email protected]>
> >>>>>>> Cc: <[email protected]>
> >>>>>>> Sent: Tuesday, April 03, 2007 12:51 PM
> >>>>>>> Subject: st: Currency_Time-series
> >>>>>>>
> >>>>>>>
> >>>>>>>> Dear All,
> >>>>>>>>
> >>>>>>>> My name is Bilal Qureishi. I am currently
> studying for a
> >>>>>>>> Masters In Comparative
> >>>>>>>> Economics, at University College, London.
> >>>>>>>>
> >>>>>>>> I will be conducting an empirical study to
> asses the affects
> >>>>>>>> of "The release of
> >>>>>>>> US Macro data on daily currency prices"-
> and whether or not
> >>>>>>>> such fundamental
> >>>>>>>> releases start certain trends.
> >>>>>>>> I have about 30 years of data for cable,
> eur/usd and
> >>>>>>>> usd/jpy.-dependant
> >>>>>>>> variables.
> >>>>>>>> My independent variables consist of GDP,
> PPI, CPI, INTEREST RATES and
> >>>>>>>> UNEMPLOYMENT DATA.
> >>>>>>>> The frequency of my independent variables
> in monthly,
> >>>>>>>> excluding GDP which is
> >>>>>>>> quarterly, over 30 years.
> >>>>>>>> The frequency of my dependant variables is
> daily over 30 years.
> >>>>>>>>
> >>>>>>>> In light of the above, my data is no-doubt
> time-series. My
> >>>>>>>> question is, how to I
> >>>>>>>> get my independent variables to reconcile
> with my dependant
> >>>>>>>> variables? I.e how
> >>>>>>>> can I get for example quarterly gdp figures
> to translate to a
> >>>>>>>> daily fx figure?-
> >>>>>>>> my lecturer who is not a currency whiz
> suggests that I should
> >>>>>>>> convert my daily
> >>>>>>>> rates into quarterly rates. I could do
> this, but believe that
> >>>>>>>> it will not
> >>>>>>>> directly contribute to what I want to do.
> >>>>>>>>
> >>>>>>>> Your thoughts, suggestions and direction
> would be most appreciated.
> >>>>>>>>
> >>>>>>>> Regards,
> >>>>>>>>
> >>>>>>>> Bilal Al-Qureishi
> >
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Scott R Millis, PhD, MEd, ABPP (CN, CL, RP)
Professor & Director of Research
Dept of Physical Medicine & Rehabilitation
Wayne State University School of Medicine
261 Mack Blvd
Detroit, MI 48201
Email: [email protected]
Tel: 313-993-8085
Fax: 313-966-7682
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