EViews.com

Sorry if the proper etiquette is to open a new thread, but this is relevant to the previous, so I thought I would append. In one of the suggestions for calculating weekly or monthly returns from daily return data, I think Chris mentioned that @movsum could be used. Pardon my ignorance, but say I wan...

Thanks for the quick response. I'll try this. To be more specific, though, my column of numbers may span multiple years. The first trading day in year 1 might be 2 January, while in year 2 the first trading day might be 3 January. I am looking for an easy way for Eviews to identify the 1st trading d...

I apologize if this question has been answered; I did search the forum without finding an answer. I have daily stock price data for different companies across several years. Eviews7 suggests that I code this as irregular data. What I want to do is test a hypothesis about returns that span a given ti...

I'm not sure if this is the most elegant solution, but here's what I have (and it works): for !i=1 to portfolio1.@count %constant = "A_ret" %name = portfolio1.@seriesname(!i) %newname = %name +"A"+ "_mc" series {%newname} =@Movcor({%constant},{%name},10) next This allow...

Thank you. I considered this solution, but my problem is that my variables have different names, such as A_ret, B_ret, C_ret, etc. I contemplated renaming the variables to X1 through X29, but I don't want to lose the descriptive data in the variable name. Is this possible?

I have 30 new variables that I need to create moving correlations between 1 of the variables and each of the other 29 variables. Is there an easy loop that will do this?