Matching dates in importing data

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

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d.decrombrugghe
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Joined: Thu May 07, 2009 11:39 am

Matching dates in importing data

Postby d.decrombrugghe » Thu May 07, 2009 12:21 pm

Hello,
Is there a way to import a data set with dates included such that EViews will match these dates and generate the necessary NAs for omitted dates?
(I am thinking of long series of daily weekday data that come with dates but with bank holidays omitted. It is very inconvenient to manipulate this data to create the 5-day weeks that EViews expects.)
Many thanks for any hints.
Denis

EViews Gareth
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Re: Matching dates in importing data

Postby EViews Gareth » Thu May 07, 2009 1:03 pm

Structuring your page a "dated with ID series", and then using the date series you have as that ID series, pretty much does what you want.

d.decrombrugghe
Posts: 2
Joined: Thu May 07, 2009 11:39 am

Re: Matching dates in importing data

Postby d.decrombrugghe » Thu May 14, 2009 10:17 am

Thank you very much QMS Gareth for the tip. That did it!
(:oops: I had been searching obsolete documentation.)
Denis

guero303030
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Re: Matching dates in importing data (Garch 1,1)

Postby guero303030 » Thu Mar 18, 2010 8:45 am

Dear Eviews,
To follow up on the last response and question, "Structuring your page a "dated with ID series", and then using the date series you have as that ID series, pretty much does what you want." This helped me as well. It has been a while since I used eviews so I am rusty. It is great and the support is even better.
Question:
I am using daily stock market index data and going on to measure volatility among other things. When I am inputting my daily data, Is it best to use "Insert empty obs to remove gaps" due to holidays, weekends, etc. and have a structured file or is it ok to use the daily data as is, structured as irregular, only trading days, especially if I am going to go on to measure and analyze volatility using Garch(1,1). thanks so much, and I would really appreciate any insight. Guero303030 :)

guero303030
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Re: Matching dates in importing data

Postby guero303030 » Thu Mar 18, 2010 8:48 am

P.S. I a using Eviews 7. Thanks. guero303030

EViews Gareth
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Re: Matching dates in importing data

Postby EViews Gareth » Thu Mar 18, 2010 8:52 am

Leave it irregular.

guero303030
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Re: Matching dates in importing data

Postby guero303030 » Thu Mar 18, 2010 9:25 am

Thanks a bunch. Much appreciated.

phil_jp
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Joined: Fri May 21, 2010 10:18 pm

Re: Matching dates in importing data

Postby phil_jp » Fri May 21, 2010 10:22 pm

How would i do this if using EVIEWS 6?

Thanks!!

EViews Gareth
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Re: Matching dates in importing data

Postby EViews Gareth » Fri May 21, 2010 11:34 pm

do what?

phil_jp
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Re: Matching dates in importing data

Postby phil_jp » Sat May 22, 2010 1:31 am

i am importing daily stock volume traded and daily stock value traded into eviews. this dataset has observations omitted for days where the share was suspended or not traded. however it is my understanding that i need to convert this to 5-day trading data, i.e., to insert 0 value observations for the days omitted. i'm not sure how to do this though!! can someone please help me?

Thank-you so much in advance! :)

guero303030
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Location: Laredo, Texas
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Re: Matching dates in importing data

Postby guero303030 » Sat May 22, 2010 7:24 am

to: phil_jp
I am not an expert on eviews but I use it frequently. you might do what MS_Gareth is suggesting and when you set up your workfile, use irregular frequency, and then import your data. For the trading days, where there is no data, use n/a or just leave blank in your spreadsheat before importing it into eviews 6.0. I have had both versions. Good Luck. Guero303030 :D


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