Exclude Mondays From Sample

[kroonike]

Hello,
I'm just learning how to use Eviews and have a newbie question. I've imported 14 years of daily panel data, and would like only to analyse the datapoints from Tuesdays to Fridays (excluding Mondays). I believe it is done through "sample" option, but I wasn't able to find any information on how to include only specific days of the week.

Vitali

[EViews Gareth]

Code: Select all

smpl if @weekday<>1


http://www.eviews.com/Learning/samples.html

[Marcel Visser]

I have got a similar question, I have two work files, one with panel data and one with unstructured data. In both of these data sets I would like to create two samples. One in which my dummy variable equals 1 and another in which my dummy variable equals 0. The reason for this is that i would like to get separate regression outputs for multinationals, dm 1, and domestic companies, dm 0. I have tried (smpl if @dm=1), (smpl @dm=1), (smpl if @dm>0) and (smpl @dm>0). Non of the work. What am i doing wrong?

I would like to thank you in advance for your help.

Marcel Visser

[EViews Gareth]

Remove the @ symbol.


http://www.eviews.com/Learning/dummies.html

[magister]

How can I remove a specific date/dates from a sample? I've tried smpl if @date <>"specific date/s", smpl if @day <>"specific date/" (in the case of daily data), but it does not work. Also, I've tried to make 2 sub-sample: @first specific date-1 specific date +1 @last, but GARCH models require a continous sample.

Thank you.

[EViews Gareth]

How did you enter the specific dates?

GARCH does require a continuous sample.

[magister]

How did you enter the specific dates?

GARCH does require a continuous sample.

Do you mean the format which I have entered the date? It's MM/DD/YYYY format.

[EViews Gareth]

You need to do:

Code: Select all

smpl if @date<>@dateval("mydate")


[magister]

You need to do:

Code: Select all

smpl if @date<>@dateval("mydate")


And for multiple dates?

[EViews Gareth]

Code: Select all

smpl if @date<>@dateval("mydate") and @date<>@dateval("myotherdata")


[ecofin]

hi,
supose i would excluse an interval date from the range, for example from 2/01/2003 to 6/6/2003, i have use this: smpl if @date<>@during("2/01/2003 6/6/2003") but doesn't work.

[EViews Gareth]

You don't need the @date<> bit

[ecofin]

but when i use smpl if @during(" 2/01/2003 6/6/2003") i get 257 obs, i have 1000 obs in the range it should be 743 obs in smpl

[EViews Gareth]

What is the frequency?

[ecofin]

i have three frequency in the three page, daily 7 day, monthly frequency (2nd page), and weekly in 3rd page.