data manipulation using the @holiday command

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BT454
Posts: 44
Joined: Wed Aug 02, 2017 6:07 am

data manipulation using the @holiday command

Postby BT454 » Tue Feb 12, 2019 1:09 pm

Hi all,
I'd like to use the @holiday function to create a series that is binary for all US/North American banking holidays (1 = holiday, 0 = non holiday). I can return a series for just one holiday (i.e. @holiday(christmas), but not for multiple holidays in one series. Is this possible? If so, can you provide the syntax?
Thanks,
Bob

EViews Matt
EViews Developer
Posts: 369
Joined: Thu Apr 25, 2013 7:48 pm

Re: data manipulation using the @holiday command

Postby EViews Matt » Tue Feb 12, 2019 1:47 pm

Hello,

You can combine multiple holidays (or any dummy series) with the logical "or" operator. For example,

Code: Select all

series h = @holiday("easter") or @holiday("thanksgiving") or @holiday("christmas")

BT454
Posts: 44
Joined: Wed Aug 02, 2017 6:07 am

Re: data manipulation using the @holiday command

Postby BT454 » Tue Feb 12, 2019 2:12 pm

Thanks!


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