Can´t get rid from weekends

[lucaski]

Hello i'm trying to create a workfile with a regular frequency. The frequency needs to be intraday/minute from 1/01/2005 to 6/30/2009. In addition, I need to get rid from observations between friday 22:00:00 to sunday 21:59:59.
when I was creating the workfile I did this:


The problem is that the minutes between friday 22:00:00 to sunday 21:59:59 are still appearing in the workfile.

[EViews Chris]

With the settings you have in your dialog, I believe you're losing one day a week from Saturday 22:00:00 to Sunday 21:59:59.

I think that all you need to do is to change the '5-Fri to '4-Thu' and you'll get what you're after. (Two days a week missing from Friday 22:00:00 to Sunday 21:59:59).

The case where the day straddles midnight is a bit confusing. One way to think about it is that if you need two days per week missing from your data, there has to be two days of the week not included in the day range. In your case, the only day not included is Saturday (since you have Sunday to Friday), so you're only getting one 24 hour period removed.

To be honest, we kind of had in mind something more like NYSE trading hours: Monday to Friday, 9:30AM to 4PM. In that case, it's all pretty straightforward. I agree that the interface is a bit harder to figure out in your case.

Chris