Daily Return Series to Two-Day Return Series

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awm555
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Joined: Wed Dec 16, 2009 10:47 am

Daily Return Series to Two-Day Return Series

Postby awm555 » Wed Dec 16, 2009 10:59 am

I have the student version of eviews which restricts the size of the data you are allowed to use. I need to cut my data in half basically so am going to use a two day return series instead of a daily return series. Does this make sense? The data below is a daily return, how can I change it to a two day return series? Would I just use the data every two days? And how does eviews deal with data that has a frequency of every two days?

1/1/1998 345.24
2/1/1998 345.765
5/1/1998 347.148
6/1/1998 347.615
7/1/1998 347.416
8/1/1998 347.963
9/1/1998 348.728
12/1/1998 348.863
13/1/1998 348.699
14/1/1998 348.885

Any help would be much appreciated. I hope this is not a dumb question, I just want to make sure I do it correctly.

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