Convert Panel Data

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molenjameela
Posts: 2
Joined: Tue Nov 08, 2011 8:28 pm

Convert Panel Data

Postby molenjameela » Tue Nov 08, 2011 9:05 pm

Hello everyone!

I want to ask to the eviews master here to solve my problem,,

I am using eviews 6,,
in financial econometrics, we use return data rather than the actual data isn't it?
so how do we convert the data to the return data?

i'm using formula rx=d(log(x)) (*x is a series of data) to convert my raw data. but when i'm using panel workfile, my first year of my five years observation panel data become (NA)

so how do i fix it? am i doing right?
when i do the regression analysis with the panel data, even may data is a balanced panel at first then in estimation output becoming unbalanced panel,,

thank for reading my post, i hove someone here can solve my problem

molenjameela


*PS. Sorry if my english is bad :P
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Convert Panel Data

Postby EViews Gareth » Tue Nov 08, 2011 10:11 pm

d(log(x)) means the first difference of the log of (x). The first observation is therefore, by construction, an NA, since you do not know what the zeroth observation was. There is nothing that can be done about that (and it isn't necessarily a problem).

molenjameela
Posts: 2
Joined: Tue Nov 08, 2011 8:28 pm

Re: Convert Panel Data

Postby molenjameela » Wed Nov 09, 2011 5:45 am

thanks garreth


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