Search found 14 matches

by met
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
by 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 ...
by met
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!
by met
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...
by met
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...
by met
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...
by met
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
by met
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
I get the same error message! Working in Eviews 6!
by met
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...
by met
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...
by met
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 ...
by met
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...
by met
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...
by met
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....

Go to advanced search