trading day variables

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ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

trading day variables

Postby ch2324 » Sun Apr 30, 2017 5:36 am

Hi,
1/I have data monthly from 2000m01 2015m12, my probleme is to create some series contained numbers of day, weeks, or nombers of weekday (Mondays, Tuesdays,..., Sundays) in month or in quarterly, and make the sum by row or by function for my seris "x_07" with the following code: (the code doesn't work correctly for the some parts )

Code: Select all

' part 1 trade
for !i=1 to 7
series d_0!i=@weekday(!i)
next
group g1 d*
equation eq_trade.ls y c g1
series x_07=@sum({d_0!i})   'sum  of d_* by row

'part 2 model01
for !j=1 to 6
series x_0!j=d_0!i-x_07
next
group g2 x*
equation eq_model01a.ls y c g2

'tpart 3 model01 regular diff
equation eq_model01d.ls d(y)  d(g2)

'part 4 model02 with regular and seasonal diff
equation eq_model02ds.ls d(y,1,12)  d(g2,1,12)

' part 5 model03: ma(1)
equation eq_model03dsma.ls d(y,1,12)  d(g2,1,12) ma(1)

' part 6 model04: ma(1) and sma(12)
equation eq_model03dsmas.ls d(y,1,12)  d(g2,1,12) ma(1) sma(12)

' part 7 final model
equation eq_model05dsmas.ls d(y,1,12)  d(g2,1,12) ar( 1 to 2) ma(1) sma(12)

the series d_01 should contained:
2000m01 5
2000m02 4
....etc
5 and 4 represent the number of Mondays for each month, d_02 contained numbers of Tuesdays for each month,...etc.
how can make the sum of the series by row or by function date "x_07" of d_01+...+d_07.

2/ In general case when frequency is monthly or quarterly by functions:
how can genarate series contained the number of days in month or in quarterly by function not by @sum?
how can genarate series contained number of Mondays, Tuesdays,..., Sundays in a month or in quarterly by function (not d01+d_02...+d_07)?
how can genarate series contained number of weeks in month or in quarterly?

any help would be appreciated

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11411
Joined: Tue Sep 16, 2008 5:38 pm

Re: trading day variables

Postby EViews Gareth » Sun Apr 30, 2017 7:02 am

@daycount
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ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

Re: trading day variables

Postby ch2324 » Sun Apr 30, 2017 11:07 am

Aha,
1/ my loop doesn't work:

Code: Select all

for !i=1 to 7
series d0!i=@daycount("!i")
next

2/ how can from the group g2 make two groups, the frist contain first diff, the second contain first diff+ seasonal diff "d(x,1,12)", i have make this but doesn't work:

Code: Select all

group dg2
group dsg2
for !k=1 to x0!j.@count
      dg2.add d(g2(!k))
      dsg2.add d(g2(!k),1,12)
next

goup g2 containd this:

Code: Select all

series x07=@daycount 
for !j=1 to 6
series x0!j=d0!i-d07
next
group g2 x*
equation eq_model01a.ls y c g2

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11411
Joined: Tue Sep 16, 2008 5:38 pm

Re: trading day variables

Postby EViews Gareth » Sun Apr 30, 2017 12:00 pm

I think many of your questions would become easier if you took the time to read up on how to program in EViews. Chapter 6 of the Command and Programming reference is a good place to start.
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ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

Re: trading day variables

Postby ch2324 » Sun Apr 30, 2017 2:57 pm

in first: for group i have solved.
secondly: i'm not sure to solve this three loops: i have use %m=str(!i)
1st loop

Code: Select all

for !i=1 to 7
series d0!i=@daycount("!i")
next

2rd loop

Code: Select all

series x07=@daycount 
for !j=1 to 6
series x0!j=d0!i-d07
next

3nd loop

Code: Select all

for !m=1 to 3
for !n=5 to 7
series d0!m=@daycount("!m !n")
next
next

finaly: Probably i'm stupid to ask easy questions,i'm used to this software, i make a great effort to read some books theoretical in econometrics especially in english, however in programming i'm a beginner. Maybe i would become a great programmer. :wink:

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11411
Joined: Tue Sep 16, 2008 5:38 pm

Re: trading day variables

Postby EViews Gareth » Sun Apr 30, 2017 5:17 pm

The only way to become a great programmer is to keep trying and looking stuff up and figuring out stuff ;)
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ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

Re: trading day variables

Postby ch2324 » Mon May 01, 2017 3:20 am

thanks anyways :) .


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