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