How to Match two series according to the date order

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rahat0142
Posts: 3
Joined: Sun Sep 02, 2012 1:09 am

How to Match two series according to the date order

Postby rahat0142 » Sun Sep 02, 2012 1:28 am

Dear friends,

I have volume and price series according to dates (5days in a week). But the order of the dates are different and i want to match the series observations according to the dates they were traded. How to do that in eviews? Manually matching data is so tough and time consuming as i have high frequency data set.

My second question is, if i match manually the data and transfer the data from excel to eviews workfile (regulated- date started say from 1/1/1997 to 1/7/2012) then eviews workfile show NAs at the end as there are some missing days in the 5 days week for traded volume or price series. ANd the main problem is they dont represent the observation according to the exact date. It ends up with 2/17/2012. Its normal that in a week there might be only 4 days or 3 days transaction. So how to do a GARCH model considering the variable with exact date??

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: How to Match two series according to the date order

Postby EViews Glenn » Wed Sep 05, 2012 9:07 am

I'm not certain that I understand the question as there seem to be several issues raised. As to the missings for GARCH, you can always drop the NAs from your workfile, or you can start off by creating an irregular dated workfile as described in the manual.


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