Search found 64 matches
- Sat Feb 08, 2014 1:20 pm
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
Thank you very much for your great helps. Finally I could find where is the problem. in the recoding that you sent me before, it was something like this: series pc_merged1=@recode(pc_clf1984(7)<>na, pc_clh1984, pc_clj1984) so it had to replace 7 observation before NA at the end of the series, but th...
- Fri Feb 07, 2014 12:18 pm
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
EViews Glenn wrote:Do you want a different single merge name for each year? Or a merge across all of the years? If the latter, what are you using to initialize the merged series.
I want a merge across all of the years, I use pc_clh1984 as the first one.
- Fri Feb 07, 2014 10:52 am
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
Please consider that at the end I want to get one merged series that starts at 1984 and ends at 2013, not several series. The description on the line by line codes is exactly what I ant to do, imagine I have 12 series: series1 series 2 series3 series4 series5 series6 series7 series8 series9 series10...
- Fri Feb 07, 2014 10:45 am
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
I'm not sure I understand your pattern but I don't think you want to do as much loop nesting. Here are the first set of replacements that you get. Note that the %name1 variable is constant both the inner and next to inner loops. pc_merged1 = @recode(PC_CLF1984<>na, PC_CLH1984, PC_CLJ1984) pc_merged...
- Fri Feb 07, 2014 10:41 am
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
I'm not sure I understand your pattern but I don't think you want to do as much loop nesting. Here are the first set of replacements that you get. Note that the %name1 variable is constant both the inner and next to inner loops. pc_merged1 = @recode(PC_CLF1984<>na, PC_CLH1984, PC_CLJ1984) pc_merged...
- Fri Feb 07, 2014 4:24 am
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
Thnaks for the reply, I want to make a pattern of replacing, for example: series h replace with seies j if series f(7)<>na and this keep continous for all the series that are more than 500 series. if the order of my series are like this: f g h j k m n q u v x z (repeats from 1984 to 2013). then I wr...
- Tue Feb 04, 2014 5:09 pm
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
I'm not sure from your description what isn't working. Can you give an example of what you've done and what the problem is? I think it would be easier if I define a loop for the merging dates then for a long time series is easier to modify and extend, something like: series pc_merged = pc_clh1984 f...
- Tue Feb 04, 2014 10:43 am
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
Dear Glenn, Im really sorry to ask again but these codes are not working or maybe I dont modify them in the correct way, specially in %name somethings are repeating. is it possible for you that make an example for me? I really appreciate if you do that. many thanks You can, on the recode do the test...
- Tue Jan 14, 2014 7:47 am
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
Thank you very much.
- Mon Jan 13, 2014 2:12 pm
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
I think I had to explain it more clearly, my meaning is that, if instead of considering a number (here we consider 5 observations before expiration), we put a specific date, such as 5th April1984, and this date can be changed for different series
- Mon Jan 13, 2014 4:26 am
- Forum: Add-in Support
- Topic: GetQuandl
- Replies: 17
- Views: 20177
Re: GetQuandl
Dear Eviews Gareth, If I want to take the historical futures data from Quandl, it would be too many series, something like 400 series and getting them one bye one with Eviews Ttakes so much time (as I need them for different commodities it woulbe be more than 2000 downloads) I could manage to get th...
- Fri Jan 10, 2014 5:16 am
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
Thank you very much, its working perfectly.
- Wed Jan 08, 2014 7:41 am
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
Thank you very much. as i choose the data set from 1984-2013, so I tried to modify it for the whole sample as bellow:
- Tue Jan 07, 2014 2:09 am
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
We're going to have to do this in pieces to make sure I understand what's going on. First concatenation. Are all of the contract ends on a given day of the week? That is, are the last seven days always the same number of observations? If so, it's a bit easier to splice. I looked at data, what I und...
- Sat Jan 04, 2014 2:49 pm
- Forum: Data Manipulation
- Topic: continuous future contracts
- Replies: 35
- Views: 11718
Re: Create continuous future contracts
I think it is probably best if you explain what you are trying to do in terms of columns of data. EViews knows nothing about contracts. It knows nothing about Quandl. Nor do we. See if you can explain what you want to achieve just in terms of an abstract data set. It seems that I really made you co...