Search found 14 matches
- Wed Sep 21, 2011 2:51 pm
- Forum: Data Manipulation
- Topic: copying from multiple pages
- Replies: 11
- Views: 7728
Re: copying from multiple pages
Hi, I finally should get access to EVIews 7 tomorrow! So how should i start for my project! How can I convert my irregular intra-day data to a regular spaced series? Why did you wrote millisecond to minute would be possible? I thought version 7 could handle second stamped data? Thanks for helping! Met
- Mon Sep 19, 2011 1:07 pm
- Forum: Data Manipulation
- Topic: copying from multiple pages
- Replies: 11
- Views: 7728
Re: copying from multiple pages
Here is what I do: copy(c=a) hannoverruck\wprice_impact day_average\ Hannoverruck is my source page (unstructured, 67859 observations) day_average my destination page(unstructured, 1 observation) wprice_impact my series However, the observation in the series in the destination file is only replaced ...
- Mon Sep 19, 2011 9:08 am
- Forum: Data Manipulation
- Topic: copying from multiple pages
- Replies: 11
- Views: 7728
Re: copying from multiple pages
Ok. Would EViews 7 then be able to automatically convert by irregular millisecond time series into a regular second (millisecond??) stamped intra-day series?
Could you provide me the solution to my question about the mean into a single observation problem in my last post?
Thank you!
Could you provide me the solution to my question about the mean into a single observation problem in my last post?
Thank you!
- Sat Sep 17, 2011 2:05 pm
- Forum: Data Manipulation
- Topic: copying from multiple pages
- Replies: 11
- Views: 7728
Re: copying from multiple pages
Probably stupid question but what is the best way to get the single observation (mean of a specific day) ? Getting the mean of the sample day is not the problem but when i create a new series for the mean Eviews of course keeps the number of observations in the sample and fills it up with the mean o...
- Fri Sep 16, 2011 4:30 pm
- Forum: Data Manipulation
- Topic: copying from multiple pages
- Replies: 11
- Views: 7728
Re: copying from multiple pages
Ok sorry! I try again. I would upload the workfile but unfortunately I'm currently at home. I have 1 workfile with 6 pages. Each page contains data on one stock which I copied from Excel. So data on Page 1 on Stock A would look like this for example. Date-----------------Time--------Eff_Spread 09/01...
- Fri Sep 16, 2011 2:53 pm
- Forum: Data Manipulation
- Topic: copying from multiple pages
- Replies: 11
- Views: 7728
copying from multiple pages
Hi, I have a workfile with 6 pages. For simplicity reasons let's say that each page stores for a specific stock, its share price on 10 dates. What is the best way to pick the share prices of each stock on a given day, copy the prices to a new workfile and calcutate the mean share price of all 6 stoc...
- Fri Sep 16, 2011 8:36 am
- Forum: Programming
- Topic: for loop windsorising
- Replies: 4
- Views: 3250
Re: for loop windsorising
Works fine now! thanks Gareth
- Fri Sep 16, 2011 8:10 am
- Forum: Programming
- Topic: for loop windsorising
- Replies: 4
- Views: 3250
Re: for loop windsorising
Code: Select all
for %y db_09 sg_09 hr_09
series w(%y) = @recode({%y}>@quantile({%y},.995),@quantile({%y},.995),@recode({%y}<@quantile({%y},.005),@quantile({%y},.005),{%y}))
next - Fri Sep 16, 2011 7:54 am
- Forum: Programming
- Topic: for loop windsorising
- Replies: 4
- Views: 3250
for loop windsorising
Hi there, What is my error in the following for loop? for %y db_09 sg_09 hr_09 series w(%y) = @recode(%y>@quantile(%y,.995),@quantile(%y,.995),@recode(%y<@quantile(%y,.005),@quantile(%y,.005),%y)) next I get the error message "Can not assign string expression to numeric variable". How do I...
- Tue Sep 13, 2011 7:22 am
- Forum: Data Manipulation
- Topic: Importing and analyzing multiple files (version 6)
- Replies: 7
- Views: 4845
Re: Importing and analyzing multiple files (version 6)
Yeah that's true! Fortunately I've solved the sampling problem, and it works fine now! For the loop I tried to do the same as in http://forums.eviews.com/viewtopic.php?f=5&t=4405&p=16198&hilit=automatically#p16198! However, as it seems version 6 does not support "@wdir" and &qu...
- Mon Sep 12, 2011 10:58 am
- Forum: Data Manipulation
- Topic: Importing and analyzing multiple files (version 6)
- Replies: 7
- Views: 4845
Re: Importing and analyzing multiple files (version 6)
Thanks so far Gareth! I make some slow progress...but still I don't manage to implement a for loop, importing my files, picking series having the same name and bringing those together in one page. (for example picking from every file the series called "price" and dropping it to a specific ...
- Mon Sep 12, 2011 1:20 am
- Forum: Data Manipulation
- Topic: Importing and analyzing multiple files (version 6)
- Replies: 7
- Views: 4845
Re: Importing and analyzing multiple files (version 6)
Where do I start? Can you help me with the commands? Sorry I'm desperate...
- Sun Sep 11, 2011 11:49 am
- Forum: Data Manipulation
- Topic: Importing and analyzing multiple files (version 6)
- Replies: 7
- Views: 4845
Importing and analyzing multiple files (version 6)
Hi, I have many txt files each containing intra-day data of a specific stock on a specific day! For example AAPL040611 contains all quotes, prices, spreads, etc for Apple on the April, 6th 2011. I want eViews to automatically import the files and organize them so that i can for example calculate the...
- Fri Sep 02, 2011 8:34 am
- Forum: Programming
- Topic: sliding window
- Replies: 0
- Views: 1463
sliding window
Hi, I want to use eviews for the analyze of intra-day stock quotes in an order book. Because i'm new to the software i'm not sure if that what i am intending to do is possible in eviews! My dataset are millisecond timestamped quotes over a period of 10 days (9 a.m. - 5 p.m.) and i'm using version 6....
