different date

[erlin]

HIi, I have 2 different data with the same period, the one is financial data that doesn't include holiday and weekend and the other one is weather data that include all day. How can i delete some of the weather data which date not includes in financial data, so i can make a regression from both? Thank you.

[startz]

Use a dated workfile so the financial data will be NA on holidays and weekends. Regressions will automatically exclude observations with NAs in them.

[erlin]

I use The Netherlands financial data, they might have different holiday compare to other country such as the queen's day. Is eviews can also detect it?
Thank you.
Kind regards.

[startz]

I'm pretty sure that EViews doesn't know about Dutch holidays.

[EViews Gareth]

EViews doesn't know about any country's holidays.

[startz]

EViews doesn't know about any country's holidays.

Although the forum may be less tended on St. David's day :)

[erlin]

So the only way to remove this date is do it manually?
or is there any possibility to match the date for both data?
Thank you.

[startz]

What you probably want is to make a dummy variable coded 1.0 for Dutch holidays. Then do something like

Code: Select all

smpl if Holiday=0