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perfect,

can i use it now to compund the frequencies e.g at 10 minutes intervals?

if yes how can I do this in eviews?

Thnx

Neo

here is a sample, the original file has 1mln observations so it is too bigto upload

Hi thnx for the comments. I imported the data as suggested and use "deal_id" as the identifier (see updated attached sample file) but I still would like to change "lastmodificationdate" to a readable eviews date format as I would like to create a new file with frequency compoundi...

Hi

I am using eviews 7 , is there a way to open the file as you do in v.8?

Also what do you mean by unique values? That some observations occur in the same time?

Thnx

Neo

Hello Do you have any suugestions on how to import a financial series dataset with the following dat structure: 16JAN2012:03:43:42 I tried to import as unstructured and then convert the date variables as below, but i recieve an error: series datetime = @dateval(@str(lastmodificationdate, "f11.0...

Hello, can anybody explain to me what the below commands from an SVAR program do? I am trying to update my model and I am not sure if these commands work: 'a. test matrix temp_mmax = irf_{%VARname}{%Flow} + 2*irf_{%VARname}{%Flow}_se matrix temp_mmin = irf_{%VARname}{%Flow} - 2*irf_{%VARname}{%Flow}...

I attached an example workfile I would like to convert from high to lower frequency using the date as ID. For example to sum up the group variables for a specific time frequency e.g 5min intervals. Rgd those trades which appear at the same time I propose to: -use deal ID as an additional source vari...

yup I 've tried that but I get the reply 'variables you are trying to merge are of the wrong type'

I have befoehand added a cell ID and date ID series and used those as 'source IDs'

Could you give me a code to execute this? I need test first your suggestion and see if this will give me the results I would like to get.

Thanks

this means that I have to make the assumption that each observation based on ID equals to some predefined time interval, e.g 1min right? from ID1 to ID5 the d(time)=4mins if we make the assumption that all observations are equally distributed in time? let me know if this is the case and potentially ...

I need to structure the dataset - this post was created for this reason as I want to convert it from high to low frequency based on the time variable.

e.g sum up observations at 1 min or 10 minute intervals

Is this possible without structuring the dataset?

These are trades which occur at the same exact time......i.e two customers trade at the same time with the bank What do you suggest as an alternative to structure the dataset? Is there a way to overcome this? Let's first go with the easiest way, say i delete those trades which occur exactly at the s...

Hi,

I provided an example file. The date variable is 'last modification date'

Best

Neo

Title: How to update an unstructured high frequency dataset using a timestamp variable Dear all, I have the following question. Background I have a timeseries dataset regarding fx trades with different counterparties as below, location of exchange etc (which are not included in the example). Key var...

Hi Statz, Thnx for the reply. However to convert the counterparty type with the recode function I need to re write the command for all counterparty types in the variable.My example was very simplified. I am looking for a code to do this since I have many categorcial variables to convert into dummies...