importing high frequescy 10 and 30 minutes data from excel

[nenolusi]

Hi,
I have filtered the intraday data I want to use on excel (10min, 30 min and 1 h time-scales). Please how do I upload it to Eviews.

And secondly, how to I estimate GARCH BEKK model.

I have attached the 10min file.

Thanks.

[EViews Gareth]

That file isn't really 10 minutely - the gaps aren't exactly ten minutes. Plus you have a duplicate. 15th May 11.00 is in there twice.

[nenolusi]

Thanks for your reply. Sheet 2 is exactly 10 mins. I was able to upload the data to Eviews yesterday. Please can you assist me on how to include the 1hr 45mins break (12.45pm -2.30pm) between the 1st and 2nd sessions.

[EViews Gareth]

Bring the data in as undated, then create a date series with:

Code: Select all

series datetime = @dateval(@str(_date_), "YYYYMMDD")+_time_

Then use Proc->reshape/resize current page and select Dated, specified by date series, and then "datetime" as the date series.

[nenolusi]

Thank you Gareth.