A Thursday 31 July 2008, Matt Knox escrigué:
While on the topic of FAME... being a financial analyst, I really am quite fond of the multitude of quarterly frequencies we have in the timeseries package (with different year end points) because they are very useful when doing things like "calenderizing" earnings from companies with different fiscal year ends.
On Thu, 31 Jul 2008, Francesc Alted apparently wrote:
Well, introducing a quarter should not be difficult. We just wanted to keep the set of supported time units under a minimum (the list is already quite large). We thought that the quarter fits better as a 'derived' time unit, similarly as biweekly, semester or biyearly (to name just a few examples). However, if quarters are found to be much more important than other derived time units, they can go into the proposal too.
Quarterly frequency is probably the most analyzed frequency in macroeconometrics. Widely used macroeconometrics packages (e.g., EViews) traditionally support only three explicit frequencies: annual, quarterly, and monthly. Cheers, Alan Isaac