Search found 17 matches
- Fri Nov 25, 2011 1:26 pm
- Forum: Data Manipulation
- Topic: holidays in a time series
- Replies: 12
- Views: 8768
Re: holidays in a time series
yes, i haven't expected that eviews knows about the phases of the moon. my idea was to simulate the phases of the moon. for example take the first date of easter monday of my series and then program something like: go 12 times 29days12h43min (duration of one moon phase) forward.or something like thi...
- Fri Nov 25, 2011 11:50 am
- Forum: Data Manipulation
- Topic: holidays in a time series
- Replies: 12
- Views: 8768
Re: holidays in a time series
ok, but how can i tell eviews: take the monday (for the holiday easter monday) after the first weekend after the first full moon in spring for each year?
- Fri Nov 25, 2011 11:33 am
- Forum: Data Manipulation
- Topic: holidays in a time series
- Replies: 12
- Views: 8768
Re: holidays in a time series
so is there any possibilitiy on eviews to program a dummy for these holidays which dates vary each year? or is it too complex?
- Fri Nov 25, 2011 8:40 am
- Forum: Data Manipulation
- Topic: holidays in a time series
- Replies: 12
- Views: 8768
Re: holidays in a time series
yes and that's the problem, in germany there a fixed holidays like 1/1/.., 12/25/.. and 12/26/.. but there are also a few holidays like the easter holidays that go according the first full moon in spring (so these holidays could be between 03/22/.. and 04/25/..)
so how can i deal with this?
so how can i deal with this?
- Fri Nov 25, 2011 8:25 am
- Forum: Data Manipulation
- Topic: holidays in a time series
- Replies: 12
- Views: 8768
Re: holidays in a time series
thanks for the reply!
and what can i do if i don't want to indentify the returns by the zero?
unfortunately i've seen that there a several zeros in my series that are no holidays...
and what can i do if i don't want to indentify the returns by the zero?
unfortunately i've seen that there a several zeros in my series that are no holidays...
- Fri Nov 25, 2011 7:25 am
- Forum: Data Manipulation
- Topic: holidays in a time series
- Replies: 12
- Views: 8768
Re: holidays in a time series
is there no one who can help me? or is it too complicated?
- Thu Nov 24, 2011 1:59 pm
- Forum: Data Manipulation
- Topic: holidays in a time series
- Replies: 12
- Views: 8768
holidays in a time series
hey eviews forum! My problem is the following: I've got a time series of daily returns of the german stock index for about 40years (regular 5 day week). here an example: date:..............return: 12/22/1988.....0.003462753060434306 12/23/1988.....0.005256070350794826 12/26/1988.....0 12/27/1988.......
- Wed Nov 16, 2011 4:10 pm
- Forum: Data Manipulation
- Topic: code for "last and first three trading days of a month"
- Replies: 18
- Views: 11688
Re: code for "last and first three trading days of a month"
ok i hope we got it know! thank you veeeery much!!!
- Wed Nov 16, 2011 4:02 pm
- Forum: Data Manipulation
- Topic: code for "last and first three trading days of a month"
- Replies: 18
- Views: 11688
Re: code for "last and first three trading days of a month"
yes ok, lets called it "dummy" but how can i run a regression with this dummy?
is this the right way: quick->estimate equation
equation specification: return=c(1)+c(2)*dummy
method: ls - least square
sample: 1/04/1988 11/01/2011
or how can i run a regression with this dummy?
is this the right way: quick->estimate equation
equation specification: return=c(1)+c(2)*dummy
method: ls - least square
sample: 1/04/1988 11/01/2011
or how can i run a regression with this dummy?
- Wed Nov 16, 2011 3:43 pm
- Forum: Data Manipulation
- Topic: code for "last and first three trading days of a month"
- Replies: 18
- Views: 11688
Re: code for "last and first three trading days of a month"
i've written that i want to run a regression like this: return=c+beta*x where x is our dummy variable which equals 1 for the last and the first 3 trading days of each month ( and 0 for the other days). or don't we need a dummy variable for this? but how can i define x so that it only includes the la...
- Wed Nov 16, 2011 3:27 pm
- Forum: Data Manipulation
- Topic: code for "last and first three trading days of a month"
- Replies: 18
- Views: 11688
Re: code for "last and first three trading days of a month"
ok, it is a little bit clearer now. and i've tried it now...i've converted the workfile and after that i've copied your code in to the window program (file->new->program) and pressed on "run" and than a window appears with the heading "run program" and there is: program name or p...
- Wed Nov 16, 2011 2:51 pm
- Forum: Data Manipulation
- Topic: code for "last and first three trading days of a month"
- Replies: 18
- Views: 11688
Re: code for "last and first three trading days of a month"
ok, thanks a lot! but i havent thought that it is so complicated!! is it much easier if we keep the non-trading days and have a regular five day week? or is it still so complicated? it is very hard for us to understand the code you sent us, so we can't assess if eviews has really done the right thin...
- Wed Nov 16, 2011 12:14 pm
- Forum: Data Manipulation
- Topic: code for "last and first three trading days of a month"
- Replies: 18
- Views: 11688
Re: code for "last and first three trading days of a month"
the weekends are not in our series and if there is a holiday there is just a 0 for the return of that day
and we are not interested in the return of a holiday because it is always zero, so i think it would be better if there is a NA instead of a zero for the holiday
and we are not interested in the return of a holiday because it is always zero, so i think it would be better if there is a NA instead of a zero for the holiday
- Wed Nov 16, 2011 12:05 pm
- Forum: Data Manipulation
- Topic: code for "last and first three trading days of a month"
- Replies: 18
- Views: 11688
Re: code for "last and first three trading days of a month"
when i click on range the following appears:
workfile structure typ: dated - regular frequency
frequency: daily - 5 day week
start date: 12/30/1987
end date: 11/01/2011
so we have a 5 day week i think
workfile structure typ: dated - regular frequency
frequency: daily - 5 day week
start date: 12/30/1987
end date: 11/01/2011
so we have a 5 day week i think
- Wed Nov 16, 2011 11:37 am
- Forum: Data Manipulation
- Topic: code for "last and first three trading days of a month"
- Replies: 18
- Views: 11688
Re: code for "last and first three trading days of a month"
what do you mean with structure?
