Exclude Mondays From Sample

[EViews Gareth]

Then how are there 743 observations in a 4 or 5 month period?

[ecofin]

ok, how can exclude interval date from daily and monthly and weekly frequency?
for daily i have used: smpl if @during(" 1/01/2003 6/6/2003")
for monthly: smpl if @during(" 2003m1 2003m6")
for weekly: smpl if @during(" 1/01/2003 4/6/2003")
but all this doesn't work

[EViews Gareth]

Ah, sorry, I am being dim (and I am on my phone only which makes it harder to read)

Smpl if @during(stuff)<>1

[ecofin]

sorry!, for the weekday doesnt work i have 143 obs range when i use this: smpl if @during(" 1/01/2003 4/6/2003") i get 23 obs (143-23=120), with the code smpl if @during(" 1/01/2003 4/6/2003")<>1 i get 121 obs.

[ecofin]

why i get 121 obs for the weekday.

[EViews Gareth]

Type:

Code: Select all

show @during(" 1/01/2003 4/6/2003")


[ecofin]

the value 0.142857 at the last of smpl, or because the frequency weekday cause this, i can solve this by smpl if @date>@dateval("04/06/2003") because i have one interval in the beginning of smpl.
but the problem when we have mult interval to exclude from smpl with the weekday frequency smpl if @during("date1 date2")<>....@during("date1 date2")<>...
how can solve this?

[EViews Gareth]

First off I'm not really sure what you mean by "weekday".

Assuming you mean "weekly" how do you want to handle the case where your cutoff dates are in the middle of the week?

[ecofin]

Got it!,
smpl if @during("1/01/2003 10/6/2003")<>1
thanks for your help.

[magister]

Hi,

How can I exclude from my sample, consisting of daily data, Tuesdays, Wednesdays and Thursdays? I have tried smpl if @weekday=1 and @weekday=5 and smpl if @weekday<>2 and @weekday<>3 and @weekday<>4, but it does not work.

Thank you.

[EViews Gareth]

Code: Select all

smpl if @weekday=1 or @weekday=5


[magister]

Code: Select all

smpl if @weekday=1 or @weekday=5


Thank you!