Search found 13 matches

by MSQ1
Tue Aug 28, 2012 12:09 am
Forum: Data Manipulation
Topic: Weekly returns from daily indexes
Replies: 3
Views: 4671

Re: Weekly returns from daily indexes

I can't use a 5-day lag because I specifically want Wednesdays and the data can start at any weekday. I tried converting the workfile into a weekly file but as far as I understood it then transforms the data by taking the average for example. I just want to keep the observations on Wednesdays exactl...
by MSQ1
Mon Aug 27, 2012 7:05 am
Forum: Data Manipulation
Topic: Weekly returns from daily indexes
Replies: 3
Views: 4671

Weekly returns from daily indexes

I'm trying to do something as simple as calculating weekly returns from daily indexes. I want the returns Wednesday to Wednesday but I will not know what weekday the data starts on (it will be different for different sample periods) so I can't use a simple loop. I've used the weekday function and th...
by MSQ1
Tue Jun 26, 2012 4:31 am
Forum: Data Manipulation
Topic: Saving variable names from stepwise
Replies: 5
Views: 47080

Re: Saving variable names from stepwise

Is there a way I can get the resulting varlist converted to an alpha series? I'm trying to get the information in a format so I can save it to a SQL database using odbc.
by MSQ1
Wed Jun 20, 2012 5:08 am
Forum: Data Manipulation
Topic: Saving variable names from stepwise
Replies: 5
Views: 47080

Saving variable names from stepwise

I want to save the result from a stepwise regression in a matrix but I do not only need to know the coefficient values (@coefs) but I also need to know which variables were actually chosen. Can I also save the names of the selected variables?
by MSQ1
Thu Dec 15, 2011 9:00 am
Forum: Programming
Topic: Macro variable in calling SQL SP
Replies: 1
Views: 2398

Macro variable in calling SQL SP

Hi, I'm wondering if I can use a string variable when calling a SQL SP? I want the program to loop when it's fetching data for different dates. Now I have: wfopen(type=odbc) "tycheodbc" "{call spEXFGetClose ('2008-11-03')}" @keep * where you enter the date manually each time I wa...
by MSQ1
Tue Nov 08, 2011 6:14 am
Forum: Programming
Topic: Question SQL in Eviews
Replies: 7
Views: 11662

Re: Question SQL in Eviews

It works when I set up the query inside the SQL server as a View and then fetch it. I can then get the full dataset with 50 variables into Eviews without problems. So I guess it has something to do with Eviews not being able to read the full query correctly. But great to have a way to make it work a...
by MSQ1
Mon Nov 07, 2011 1:54 am
Forum: Programming
Topic: Question SQL in Eviews
Replies: 7
Views: 11662

Re: Question SQL in Eviews

Hi, Thank you for the reply. I've tried adding the variables one by one with different variables as the 11th but no luck. Posting the code that works in Eviews. Any other ideas on what I could try to make it work? Btw, is there a way to write the SQL code with line breaks - with long codes it's very...
by MSQ1
Fri Nov 04, 2011 3:18 am
Forum: Programming
Topic: Question SQL in Eviews
Replies: 7
Views: 11662

Question SQL in Eviews

Hi, I'm trying to import time-series data from our SQL database into Eviews using wfopen(type=odbc)... It works fine until I add more than 9 variables (plus date variable). Then I get the error message "unmatched parenthesis". I can't find anything wrong in the SQL question (works fine in ...
by MSQ1
Thu Jun 23, 2011 4:31 am
Forum: Data Manipulation
Topic: Regression results saved to database
Replies: 1
Views: 2554

Regression results saved to database

Hi, I haven't worked with data directly from/to databases before and I'm wondering if I can save the output stats from a regression directly in the database (odbc format)? Using wfsave(type=odbc)? Or does the output(x) support odbc ?
by MSQ1
Fri Mar 04, 2011 7:30 am
Forum: Data Manipulation
Topic: Histogram with dates on x-axes
Replies: 5
Views: 6437

Re: Histogram with dates on x-axes

Thanks. I'm new to Eviews and I don't know how to set the data labels to the end date series. What would the code be that puts the end dates on the x-axis? "graph graph01.bar freq" obviously isn't enough, then I'm just stuck with a graph with the same problem I started with - no dates on x...
by MSQ1
Thu Mar 03, 2011 2:17 am
Forum: Data Manipulation
Topic: Histogram with dates on x-axes
Replies: 5
Views: 6437

Re: Histogram with dates on x-axes

Here's the workfil. It's pretty basic, I just want to see the frequency of trades at each date. Hence, the code is the standard "first_tradedate.distplot" which works fine except for the fact that the dates are converted into numbers. Many thanks for the help.
by MSQ1
Wed Mar 02, 2011 3:39 am
Forum: Data Manipulation
Topic: Histogram with dates on x-axes
Replies: 5
Views: 6437

Histogram with dates on x-axes

I have the transaction dates of investors and want to do a histogram showing the frequency of trading at each date. However, the histogram automatically makes the dates into numbers and then you cannot read the graph. How do I get the histogram to show dates (i.e 2005-12-30) on the bottom axis?
by MSQ1
Fri Sep 17, 2010 7:32 am
Forum: Programming
Topic: loop @movecor with series names
Replies: 1
Views: 2818

loop @movecor with series names

Hi, I want to loop @movecor with series names but get get the values NA using the following code %name1_1 = "A" %name1_2 = "B" for !loop1=1 to 2 %name1 = %name1_{!loop1} series corr1 = @movcor(%name1,C,50) next It seems that @movecor does not understand that the name should be A ...

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