data manipulation using the @holiday command

[BT454]

Hi all,
I'd like to use the @holiday function to create a series that is binary for all US/North American banking holidays (1 = holiday, 0 = non holiday). I can return a series for just one holiday (i.e. @holiday(christmas), but not for multiple holidays in one series. Is this possible? If so, can you provide the syntax?
Thanks,
Bob

[EViews Matt]

Hello,

You can combine multiple holidays (or any dummy series) with the logical "or" operator. For example,

Code: Select all

series h = @holiday("easter") or @holiday("thanksgiving") or @holiday("christmas")

[BT454]

Thanks!

[BT454]

Hi all!
Circling back to this command. Is this list up to date?
http://www.eviews.com/help/helpintro.ht ... vereg.html

"..Available holiday keywords are: "easter", "labor", "newyear", "memorial", "taxday", "christmas", "july4th", "february", "thanksgiving", "mlking", "veterans", and "columbus"..."

many of these keywords crash my prg.
Thanks!
Bob

[EViews Gareth]

It is.

[BT454]

Thank you!
This code for instance crashes and gives me a missing data error

close @wf
%startrange = "1/1/2010"
%endrange = @datestr(@dateadd(@dateval(@date),1,"m"))
wfcreate(wf=holidays, page=data) d7 %startrange %endrange
series hdays = @holiday("newyear")

I'm sure i'm doing something wrong. I'm just not sure what it is since the code works with easter, christmas, and thanksgiving.
any help is appreciated, as always. Thank you again!

[EViews Gareth]

The docs you referenced are for a completely different command. The @holiday function does not support those holidays.

[BT454]

That'll do it. Is there a list of holidays supported by the @holiday command?
Thanks again!
Bob

[EViews Gareth]

Yes, under the documentation for the @holiday command.
http://eviews.com/help/helpintro.html#p ... %23ww68064

[BT454]

Thanks!

[BT454]

Hi!
I noticed in this post there "are 4 holidays listed that are supported by @holiday. Christmas, Thanksgiving, Easter, and Chinese New Year. Just making sure I'm not missing any.
Thanks again!

[EViews Gareth]

Correct