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Datastream datatypes in eviews
Posted: Tue Nov 04, 2014 4:51 am
by jgutman
When I fetch Datastream series using the basic mnemonic, it works fine, but I haven't been able to figure out how to pull specific datatypes. For example, "lcpware" is lme copper warehouse inventories, and "ow" is the datatype for on-warrant. "fetch(d=datastream, link) lcpware" works fine, but it isn't clear how to specify "ow". Thanks
Re: Datastream datatypes in eviews
Posted: Tue Nov 04, 2014 9:46 am
by EViews Jason
The normal syntax for fetching data from Datastream with a datatype is to place the datatype in parenthesis. For example
fetch(d=datastream,link) lcpware(ow)
However when I tried your particular series and datatype example I got a series of NAs.
fetch(d=datastream,link) ibm(p)
is a working example.
Re: Datastream datatypes in eviews
Posted: Tue Nov 04, 2014 10:03 am
by jgutman
actually, I get something slightly different -- it ignores the "ow" datatype, and just gives me "lcpware"
Re: Datastream datatypes in eviews
Posted: Tue Nov 04, 2014 10:23 am
by EViews Gareth
Which version of EViews, and what build date? (Help->About EViews)
Re: Datastream datatypes in eviews
Posted: Tue Nov 04, 2014 11:03 am
by jgutman
8.1 Oct21 build
Re: Datastream datatypes in eviews
Posted: Tue Nov 04, 2014 12:58 pm
by EViews Jason
I created a 5 day daily workfile and now all the values now look correct. It is possible the data is being frequency converted, but the following works
Code: Select all
create 5 2013 2014
fetch lcpware(ow)
rename lcpware lcpware_ow
fetch lcpware
group g lcpware lcpware_og
show g.line
Re: Datastream datatypes in eviews
Posted: Thu Nov 06, 2014 2:15 am
by jgutman
When I do the same, I still get the same values for lcpware and lcpware(ow) -- and in both cases the underlying data is lcpware. I think the problem is on the DS side, I kicked it over to them.
Thanks very much for helping on this, Jason.
Re: Datastream datatypes in eviews
Posted: Thu Nov 06, 2014 8:57 am
by EViews Jason
Try going here:
http://europe.dataworks.thomson.com/dat ... fault.aspx
enter your username and password. Set Source to Datastream and Instrument to LCPWARE (must be in all caps). Then press Start. Look at the data.
Now try setting instrument to LCPWARE(OW) and press start. The data was different for me. If it is the same in both cases for you, it is on the Thomson side.