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5 day vs 7 day week
Posted: Tue Dec 23, 2014 11:57 am
by Kouvas
Hello there
I have a question regarding the frequency of a workfile. Are there any differences in the way Eviews handles a dataset with dayly frequency and 5-day week and a dataset with daily frequency and a 7 day week with NA for weekends? thanks in advance.
Re: 5 day vs 7 day week
Posted: Tue Dec 23, 2014 12:22 pm
by EViews Gareth
1 period lag for a Monday is a Sunday in a 7 day week and a Friday in a 5 day week.
Re: 5 day vs 7 day week
Posted: Tue Dec 23, 2014 12:39 pm
by Kouvas
Thank you very much for your prompt reply. Since my data are in 7-day format with NAs for weekends (dataset of stock prices) can I input the data as a 7 day week and then restructure the dataset as a 5 day week? In this case restructuring removes only the weekends? Thanks in advance.
Re: 5 day vs 7 day week
Posted: Tue Dec 23, 2014 12:44 pm
by EViews Gareth
Yep.
Re: 5 day vs 7 day week
Posted: Tue Dec 23, 2014 12:46 pm
by Kouvas
Thanks again for the prompt reply! :D
However, I tried to restructure the workfile and it removed only the first weekend it found but not the rest...Any solution to this? Thanks in advance.