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- Mon Nov 08, 2010 6:20 pm
- Forum: Programming
- Topic: Using a FOR loop to select different-sized daily samples
- Replies: 0
- Views: 1651
Using a FOR loop to select different-sized daily samples
Hi, I'm a beginner with EViews. I'm estimating a VAR model on stock data in transaction time. I wish to estimate the VAR model for each day in a three-year sample period. However the daily samples vary in size. A simple FOR loop using steps of 1 day does not work due to the presence of non-trading d...