Intraday panel data import

[GT2-R]

Hi all,

I'm currently working a project concerning an intraday panel data set (99 stocks - 30MIN intervals). The problem arises when trying to import our panel data set, which we do starting from a text file containing about 4200 observations. Eviews apparently is unable to recognize our date format, which is currently set to YYYYMMDDHHMI in order to distinguish the half hour intervals. Is there any way to "force" Eviews to recognize such a format? Any help would be enormously appreciated!

Thanks in advance!

[EViews Gareth]

Any chance you could post the file (or a sample)?

[GT2-R]

Thanks for the reply. Here you can find a small sample. As you can see the first column is the cross-sectional identifier while the second is supposed to be the date/time identifier (which is the problem here). Var1 to Var3 are some of the 30 variables we're currently working with.

[EViews Gareth]

Just open that file up as unstructured, then create a datetime series as so:

Code: Select all

series datetime = @dateval(@str(interval_id, "f11.0"), "YYYYMMDDHHMI")

Then you can use that to structure your page as a panel. Via command:

Code: Select all

pagestruct stock_id @date(datetime)

[GT2-R]

You just made our day! Thank you so much for your help. The problem is solved.