Freequency Conversion

[Papari]

File received.

The problem is that your first page is not structured as a dated page. Further, you can't structure it as a dated page because you have duplicate date/time pairs.

I can't help further without knowing what your intentions are with regards to the conversion from irregular/duplicates to a regular time frame. Again, what are you going to do if an observation isn't on the 5 minute mark, and what are you going to do if there are more than one observations on a 5 minute mark?

-The thing is that I cannot structure the first page. My dataset is defined at miliseconds and the options to date the sample is up to seconds. What if I structure this as 'seconds'. Will the the millisecond-observations be lost? And even then will this work?

- I do not need to keep observations between the 5minute mark. I need the ones exactly at the 5-min mark in order to generate 5-min returns.

- In case there are more than one data at the 5-min mark, i can just keep the last one (I suppose E-Views handles it like interpolation), or even the everage of them.


Is there any possibility to convert them now?


Thanks again

Panos

[Papari]

For what it is worth, I created a single date/time series in your first page with the following: (Might not be the most efficient way, but it worked!)

Code: Select all

series time = @dateval(@left(@str(series03), 6) + "." + @right(@str(series03), 2), "HHMISS.SS") alpha datetimestr = @datestr(series02, "YYYY/MM/DD") + " " + @datestr(time, "HH:MI:SS.SSS") series datetime = @dateval(datetimestr, "YYYY/MM/DD HH:MI:SS.SSS") datetime.setformat "YYYY/MM/DD HH:MI:SS.SSS" show datetime

(the last two lines aren't necessary, but I included so that you can see the result nicely)

Thanks a lot for the above.


But when I run this I get the error message "DAYTIME NOT DEFINED"



Realy appreciated your support

Panos

[Papari]

It is ok. I got the result.


How can I put series04 (the price column) there?


Many thanks again


Panos

[EViews Gareth]

Once you have created the datetime variable in your source page, you can copy from the source page to the new page you made, and then do "Paste Special". Change the setting so that you are doing a "General Match Merge", and set "datetime" as your Source ID, and "@date" as your Destination ID.