using eViews for panel data -- what am I missing?

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using eViews for panel data -- what am I missing?

Postby SharonUndergrad » Sat May 11, 2019 11:20 am


Thank you all for contributing your knowledge. I have learned a lot by reading this forum before registering, but alas maybe not enough. I have what I suspect is a simple query. I’ve been asked to fit a model to thirty minute data, sampled daily, for a stock. The question is to compare performance of the share for the first six months to the last six months. I have ten years of data. So the sample looks like (all for the same ticker)

DATE, 1/2/2009, 1/3/2009, … 1/3/2019
0930 10.34, 9.45 , … , 11.21
1000 10.45, 9.51, … , 11.22
1030 10.44, 9.52, … , 11.19
… …. , ….
1430 9.49, 9.84, … , 11.12
1530 9.51, 9.99, … , 11.11
1600 9.74, 9.70, … , 11.19

Each column represents an observation for one date. I’ll have January to June as one data set, July to December as the second data set.

For eViews would I setup each data set as dated panel? Each day comprises a single observation. But with prices throughout the day. The two sets have the same number of dates, prices, etc. They are just shifted by six months. So the second data set (same format as above) starts on 1/7/2009.

I've imported as unstructured/undated, then tried to convert to dated panel. But I'm at a loss to understand what Cross Section ID series means? And for date series I'm using time.

Thank you for any help or suggested reading.


EViews Gareth
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Re: using eViews for panel data -- what am I missing?

Postby EViews Gareth » Sat May 11, 2019 7:46 pm

Seems to me you just have time series data.

It is just a single stock, right?
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