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Ok.

I'm not too experienced with GARCH-modelling. My lagged squared error and lagged variance term is non-negative, is it acceptable that some of the dummys coeffisients is negative?

Thank you,

But I can't get it to work when using a GARCH model, probably because I'm not familiar with estimation using the command window. Anyways my mean equation is:
and the variance regressors which I need to constraint is:

I'm running a GARCH(1,1) model on intraday data with a bunch of dummy variables in the variance equation (time-of-day, day, news etc.). The problem is that I get negative coeffisient for some of the dummy's. Is it possible constrain the paramters to be non-negative?

EViews 7.1

series datetime = date + @makedate(@floor(time/100), @mod(time,100),"hhmi")

Hi again,

Do you have a similar command to get eviews to recognize 1 minute data (see att.)?

Thanx, works perfect.

What if I want to sample all except specific dates? I have around 100 days I want to exclude from the sample.

Of course

Works perfect Gareth, one more question: "smpl 1/28/2009 3/18/2009" returns observations for 1/28/2009 thorugh 3/18/2009. Is it possible to create a sample containing only spesific dates? "smpl if @date= 1/28/2009 and @date=3/18/2009" seems logical but doesn't work. I need it to ...

Thank you! I will try this tomorrow and report back

Okei, thank you. I will try some sort of workaround for the 23:59 interval. Maybe if I do a find and replace of all the 2359 values to just 0 in Excel before the import. Will eviews then understand that 0 refers to 00:00?

I'm not at my work pc at the moment so i don't have access to the original file, but this is a similar type of structure. Each day contains 279 5-min intervals.

Hi, I'm trying to open some intraday futures data into eviews. The data is 5-minute interval with an 45 minute break from 1715-1800. DATE TIME 01.01.2009 5 01.01.2009 10 01.01.2009 15 01.01.2009 20 01.01.2009 25 ... 01.01.2009 1710 01.01.2009 1715 01.01.2009 1805 ... 01.01.2009 2359 The DATE coloumn...