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high freq data

Posted: Mon Nov 03, 2008 9:42 am
by rdacco
can Eviews work with high freq (tick by tick) data ? what functions does it have ? thanks

Re: high freq data

Posted: Mon Nov 03, 2008 9:47 am
by EViews Gareth
EViews doesn't currently have any inbuilt high-frequency types, but you can always use one of the unstructured frequencies to handle tick data. The only potential problems then are running out of memory (if you have lots of data).

Re: high freq data

Posted: Mon Nov 03, 2008 11:38 am
by Gene
can Eviews work with high freq (tick by tick) data ? what functions does it have ? thanks
Although not built specifically for tick data, EViews contains many time/date functions that you can use to handle tick by tick data. EViews internal date series can define time up to fractions (1/100th?) of a second. Many functionalities, such as match-merge, are very useful to handle these high frequency data.

Re: high freq data

Posted: Thu Nov 13, 2008 9:52 am
by rdacco
thank you ! :)