Hourly Data and TAR modelling

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

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raytoh
Posts: 2
Joined: Wed Mar 03, 2010 7:46 am

Hourly Data and TAR modelling

Postby raytoh » Wed Mar 03, 2010 8:20 am

Hi there,

I have two problems. First, I am unable to import hourly data into Eview (I am using version 6) from excel. Even if I tried to cut-and-paste the date (after changing the properties to date-time) I am unable to restructure the data such that it make sense for time series analysis.

I tried to follow the advice given in another forum link (http://forums.eviews.com/viewtopic.php? ... urly#p6192) but i have no idea what it is trying to tell me to do and I can't use the command! I don't even understand how the command code (@dateadd(day, hour-1, "h")) works.

Secondly, can anyone advise how to do TAR (Threshold Autoregressive) time series modelling in Eviews?

Really appreciate any help on this matter as I urgently need to do a project for my class! :(
Attachments
Processed GBPUSD v1.xls
This is the data set that I am using. Pls help as I need to import the hourly data and do time series analysis. Thanks.
(1.04 MiB) Downloaded 384 times

EViews Gareth
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Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Hourly Data and TAR modelling

Postby EViews Gareth » Wed Mar 03, 2010 9:10 am

EViews 6 doesn't support hourly data. You'll have to upgrade to 7.

raytoh
Posts: 2
Joined: Wed Mar 03, 2010 7:46 am

Re: Hourly Data and TAR modelling

Postby raytoh » Fri Mar 12, 2010 6:17 am

Ok, now i have eviews 7 can you advise how do i do hourly data manipulation and then do a TAR modelling, pls?

EViews Gareth
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Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Hourly Data and TAR modelling

Postby EViews Gareth » Fri Mar 12, 2010 9:07 am

Once you've opened that file up in EViews you should be able to structure it (click on Proc->structure/resize current page) as "dated - specified by date series", and enter "date_time" as your date series. EViews should then recognise the date format of your data.

TAR estimation isn't built into EViews, so I can't help you with that.


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