Data Format to be used.
Posted: Wed Jan 28, 2015 2:55 pm
Good evening all,
I am currently working on my thesis and I am basically a newbie when it comes to eViews. I have to run a regression with 7 factors, where the data for each factor comes from Bloomberg and it is based on market prices. I then converted the market prices into monthly returns (e.g. ^SPX or 10 Y Treasury rates) or monthly changes. Now, when I import the excel file to eviews, is it ok if the data is based on % change/return? Or should I simply leave the monthly market values in the excel file and calculate the dlog on eviews?
Regards,
Keno.
I am currently working on my thesis and I am basically a newbie when it comes to eViews. I have to run a regression with 7 factors, where the data for each factor comes from Bloomberg and it is based on market prices. I then converted the market prices into monthly returns (e.g. ^SPX or 10 Y Treasury rates) or monthly changes. Now, when I import the excel file to eviews, is it ok if the data is based on % change/return? Or should I simply leave the monthly market values in the excel file and calculate the dlog on eviews?
Regards,
Keno.