Search found 3 matches

by ggyyakl
Mon Apr 29, 2013 10:24 pm
Forum: Estimation
Topic: nonlinear state variable
Replies: 0
Views: 1485

nonlinear state variable

Hi there I am trying to construct a state space model to derive an unobserved variable, I have prior belief that this state variable is non-linearly related to the signal variable . I understand Eviews 7 states that their relationship must be linear. Is there clever trick I can use to incorporate th...
by ggyyakl
Sat Dec 24, 2011 4:56 am
Forum: Data Manipulation
Topic: tick by tick data
Replies: 2
Views: 2425

Re: tick by tick data

Thanks Gareth. Thought that might be the case but it is worth a try. Merry Xmas
by ggyyakl
Fri Dec 23, 2011 10:21 pm
Forum: Data Manipulation
Topic: tick by tick data
Replies: 2
Views: 2425

tick by tick data

Hi all

I have a file for tick by tick data for about 10 years. Can Eviews make this data into a daily or weekly close series? The raw data has more than a billion obeservations and the normal series have a capacity of 4 millions obs maximum (if i am right).

Thanks

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