Hello there
I have a question regarding the frequency of a workfile. Are there any differences in the way Eviews handles a dataset with dayly frequency and 5-day week and a dataset with daily frequency and a 7 day week with NA for weekends? thanks in advance.
5 day vs 7 day week
Moderators: EViews Gareth, EViews Steve, EViews Moderator, EViews Jason
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13585
- Joined: Tue Sep 16, 2008 5:38 pm
Re: 5 day vs 7 day week
1 period lag for a Monday is a Sunday in a 7 day week and a Friday in a 5 day week.
Re: 5 day vs 7 day week
Thank you very much for your prompt reply. Since my data are in 7-day format with NAs for weekends (dataset of stock prices) can I input the data as a 7 day week and then restructure the dataset as a 5 day week? In this case restructuring removes only the weekends? Thanks in advance.
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13585
- Joined: Tue Sep 16, 2008 5:38 pm
Re: 5 day vs 7 day week
Thanks again for the prompt reply! :D
However, I tried to restructure the workfile and it removed only the first weekend it found but not the rest...Any solution to this? Thanks in advance.
However, I tried to restructure the workfile and it removed only the first weekend it found but not the rest...Any solution to this? Thanks in advance.
Who is online
Users browsing this forum: No registered users and 1 guest
