intraday data

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

Moderators: EViews Gareth, EViews Steve, EViews Moderator, EViews Jason

rumarianna
Posts: 5
Joined: Wed Jun 22, 2011 1:52 pm

intraday data

Postby rumarianna » Fri Jul 15, 2011 9:30 am

Hi, i need to create an irregular intraday, minute workfile :?...I have to import series of intraday forward contrasts with different frequency ...

Date Time Price
09/03/10 15:31:22 44.2
09/03/10 17:19:02 44.2
10/03/10 11:46:01 44.3
10/03/10 14:23:27 44.4
10/03/10 14:27:25 44.4
12/03/10 15:42:44 44.45
15/03/10 14:20:08 44.5
15/03/10 14:21:00 44.5
31/03/10 16:30:00 42.15
01/04/10 17:07:28 41.5
07/04/10 17:37:00 43.35
08/04/10 9:13:29 43.5

How can i set in Eviews 7 a "dated" workfile for these series?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: intraday data

Postby EViews Gareth » Fri Jul 15, 2011 9:33 am

Not sure I understand what you're asking.

What happens if you just open that data up in EViews - it should just get it right. I tried it with the small amount of data you provided, and EViews recognised it perfectly and created an irregular intraday workfile.

rumarianna
Posts: 5
Joined: Wed Jun 22, 2011 1:52 pm

Re: intraday data

Postby rumarianna » Fri Jul 15, 2011 10:16 am

I've imported the data but in a unstructured/undated type wf...I heve 6 series of intraday fwd contracts with different start/end date, records, etc..(see the enclosed file)
I would import these in a "dated" wf with start date and hour those of the first contract among the 6 series of fwd contracts, and the same for the end date/hour... thanks
Attachments
Nuovo Presentazione di Microsoft Office PowerPoint.pptx
workfile
(182.55 KiB) Downloaded 691 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: intraday data

Postby EViews Gareth » Fri Jul 15, 2011 10:27 am

It isn't clear what form the data is in before you have it in EViews. But I'm willing to bet that if you just open the data in EViews, it will get it right.

rumarianna
Posts: 5
Joined: Wed Jun 22, 2011 1:52 pm

Re: intraday data

Postby rumarianna » Fri Jul 15, 2011 10:46 am

please, see the enclosed file...
Attachments
Month Jan11_Jun11_ NBP_Eviews.xls
(1.18 MiB) Downloaded 710 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: intraday data

Postby EViews Gareth » Fri Jul 15, 2011 11:09 am

Yep, I open that workfile in EViews, and it appears to create the correct structure (irregular intraday).

rumarianna
Posts: 5
Joined: Wed Jun 22, 2011 1:52 pm

Re: intraday data

Postby rumarianna » Fri Jul 15, 2011 11:49 am

I,m sorry Gareth but I'm unable to open the three sheets i sent you in one wf page with intraday sample...

rumarianna
Posts: 5
Joined: Wed Jun 22, 2011 1:52 pm

Re: intraday data

Postby rumarianna » Fri Jul 15, 2011 11:56 am

It's Ok! I've understood how uploading the dataset irregular intraday. thank you very much

forever12
Posts: 12
Joined: Sat Jun 01, 2013 3:54 am

Re: intraday data

Postby forever12 » Thu Jun 20, 2013 1:07 am

It's Ok! I've understood how uploading the dataset irregular intraday. thank you very much
Hi,how did you resolve your question?Could you tell me?


Return to “Data Manipulation”

Who is online

Users browsing this forum: No registered users and 2 guests