Page 1 of 1
importing high frequescy 10 and 30 minutes data from excel
Posted: Wed Jun 17, 2015 1:30 am
by nenolusi
Hi,
I have filtered the intraday data I want to use on excel (10min, 30 min and 1 h time-scales). Please how do I upload it to Eviews.
And secondly, how to I estimate GARCH BEKK model.
I have attached the 10min file.
Thanks.
Re: importing high frequescy 10 and 30 minutes data from exc
Posted: Wed Jun 17, 2015 6:12 am
by EViews Gareth
That file isn't really 10 minutely - the gaps aren't exactly ten minutes. Plus you have a duplicate. 15th May 11.00 is in there twice.
Re: importing high frequescy 10 and 30 minutes data from exc
Posted: Wed Jun 17, 2015 9:51 pm
by nenolusi
Thanks for your reply. Sheet 2 is exactly 10 mins. I was able to upload the data to Eviews yesterday. Please can you assist me on how to include the 1hr 45mins break (12.45pm -2.30pm) between the 1st and 2nd sessions.
Re: importing high frequescy 10 and 30 minutes data from exc
Posted: Sat Jun 20, 2015 11:17 am
by EViews Gareth
Bring the data in as undated, then create a date series with:
Code: Select all
series datetime = @dateval(@str(_date_), "YYYYMMDD")+_time_
Then use Proc->reshape/resize current page and select Dated, specified by date series, and then "datetime" as the date series.
Re: importing high frequescy 10 and 30 minutes data from exc
Posted: Sun Jun 21, 2015 8:41 pm
by nenolusi
Thank you Gareth.