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st: data analysis problem. Extrapolation or something else?
From
joales salbdralor <[email protected]>
To
[email protected]
Subject
st: data analysis problem. Extrapolation or something else?
Date
Mon, 4 Jun 2012 23:29:12 +0100
I have data on 4 types of interest rates. These rates evolve over
time and across regions of countries . So for each type of interest
rates I want to run a regression of rates on some other variables.
So my regression for one type of interest rate will be I_{ij}_t= a
+regressors +error term.
where I_{ij}_t is the absolute difference in rates between two
locations i and j at time t. Note that i and j can be locations in
the same country or locations at different countries.
What I need is construct a vector with all the pairs of locations for
a specific t. Put differently, I want to see how the interest rate
differential evolves over time for each pair of region. But the
monthly time series data I have available are heterogeneous across
countries
Take a look at the following table
Country A country B country C
country D country E country F
'2-11-2002 ' 07-12-2002' '23-11-2002'
'26-10-2002' '27-12-2002'
.
.
.
09-10-2004' '06-11-2004' 02-10-2004'
09-10-2004'