Daily series from Datastream

[vytama]

Hello,

Eviews 8 here. I use fetch command to get time series from Datastream. I noticed that if the time series are daily (like oil or other commodities) and I have monthly workfile, the download is an average of the month, not the end of the month value. I talked to Datastream and obviously they are saying that it's a setting in Eviews where the change can be made. Is this true? if it is, how can I change to the last value of the month instead of average? Thanks

[EViews Gareth]

Code: Select all

fetch(c=l)

[vytama]

Thank you for the suggestion but if I add options to the fetch command - I get an error: Database error: "invalid date or date incompatible with frequency".
I am trying to pull CRUDOIL series from Datastream (it's daily series and my frequency is monthly in the workfile). I tried using: fetch (c=c) CRUDOIL, also specifying the database: fetch (d=datastream, c=c) CRUDOIL. Both times I get the error mentioned above. Can you tell me what I am doing incorrectly? Thanks.

[EViews Gareth]

You have a space

[vytama]

Thanks Gareth, it did this issue and it runs. I tried changing (c=c) to (c=d) and other options - it would still pull the same average values for the month. It does not seem to pick up the last value. Could it be Datastream issue?

[EViews Jason]

c=d is a low to high frequency conversion method. You want to use the high to low frequency settings. Use

Code: Select all

fetch(c=l) crudoil 'find last non-NA

or

Code: Select all

fetch(c=nl) crudoil 'include NAs

[vytama]

Thank you, it works.