Search found 10 matches

by Papari
Fri Dec 16, 2011 12:25 pm
Forum: Data Manipulation
Topic: Freequency Conversion
Replies: 18
Views: 13820

Re: Freequency Conversion

It is ok. I got the result.


How can I put series04 (the price column) there?


Many thanks again


Panos
by Papari
Fri Dec 16, 2011 11:10 am
Forum: Estimation
Topic: Multiple variables OLS Estimation
Replies: 1
Views: 1833

Multiple variables OLS Estimation

Hello all,


Is there any way (code, function, etc) to conduct OLS Estimations among multiple series of dependent variables Y and independent ones X1 and X2 ?

Many thanks in advance

Panos
by Papari
Fri Dec 16, 2011 11:01 am
Forum: Data Manipulation
Topic: Freequency Conversion
Replies: 18
Views: 13820

Re: Freequency Conversion

For what it is worth, I created a single date/time series in your first page with the following: (Might not be the most efficient way, but it worked!) series time = @dateval(@left(@str(series03), 6) + "." + @right(@str(series03), 2), "HHMISS.SS") alpha datetimestr = @datestr(ser...
by Papari
Fri Dec 16, 2011 10:56 am
Forum: Data Manipulation
Topic: Freequency Conversion
Replies: 18
Views: 13820

Re: Freequency Conversion

File received. The problem is that your first page is not structured as a dated page. Further, you can't structure it as a dated page because you have duplicate date/time pairs. I can't help further without knowing what your intentions are with regards to the conversion from irregular/duplicates to...
by Papari
Thu Dec 15, 2011 4:06 pm
Forum: Data Manipulation
Topic: Freequency Conversion
Replies: 18
Views: 13820

Re: Freequency Conversion

sorry I cannot upload the file

I pres"Add the file'' and the file disappears


How can I do that?
by Papari
Thu Dec 15, 2011 4:01 pm
Forum: Data Manipulation
Topic: Freequency Conversion
Replies: 18
Views: 13820

Re: Freequency Conversion

The data set starts on 01/06/2009 and ends on 31/05/2010 The steps are as follows: 1. Create new workfile 'Ave' 2. Open new page 3. Specify freequency/range .Set: - Freequency: Intraday 5-Minute - Start Date : 06/09/2009 / End Date: 31/05/2010 - Days: 1.Monday - 5. Friday (only working days) - Time:...
by Papari
Thu Dec 15, 2011 3:22 pm
Forum: Data Manipulation
Topic: Freequency Conversion
Replies: 18
Views: 13820

Re: Freequency Conversion

Many many thanks indeed. What if I want to keep the days when my observations are interpolated. My dataset is like: Day time(HHMMSSmS) Price 01/06/2009 10403015 10.50 01/06/2009 10403110 10.52 01/06/2009 10410101 10.80 . . . . 02/06/20009 11501021 09.80 When I actually do with copy paste it creates ...
by Papari
Thu Dec 15, 2011 11:59 am
Forum: Data Manipulation
Topic: Freequency Conversion
Replies: 18
Views: 13820

Re: Freequency Conversion

Nothing. Just keep the last price at the 5-min interval ( or probably an average of them).

Is there any other option?


Thanks again

Panos
by Papari
Thu Dec 15, 2011 11:54 am
Forum: Data Manipulation
Topic: Freequency Conversion
Replies: 18
Views: 13820

Re: Freequency Conversion

I use time series of intraday stock prices at random price intervals, like: time(HHMMSSmS) Price 10403015 10.50 10403110 10.52 10410101 10.80 . . . . 11501021 09.80 I want to create a regularly spaced (in terms of time) data series, such as (suppose 5-min): time(HHMMSSmS) Price 10403015 10.50 104530...
by Papari
Thu Dec 15, 2011 11:40 am
Forum: Data Manipulation
Topic: Freequency Conversion
Replies: 18
Views: 13820

Freequency Conversion

Hello,


I work on a dataset of intraday stock prices at random time intervals. Is there any technique to convert observations at a regular time freequency ( i.e
5-min, 3-min, 60-min etc) ?


Many thanks in advance,


Panos

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