From daily prices to weekly returns

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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eirini
Posts: 12
Joined: Tue Dec 08, 2015 10:43 am

From daily prices to weekly returns

Postby eirini » Sat Dec 19, 2015 5:02 am

Hello,

i need some help. I have daily prices for some indexes and i want to calculate the weekly retuns from Wednesday to Wednesday for each of them . How cam i made it?

Thank you.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: From daily prices to weekly returns

Postby EViews Gareth » Sat Dec 19, 2015 6:42 pm

How are you defining the weekly return?

eirini
Posts: 12
Joined: Tue Dec 08, 2015 10:43 am

Re: From daily prices to weekly returns

Postby eirini » Sat Dec 19, 2015 11:45 pm

It is the change that happens in the level of index (price) from Wednesday to Wednesday and I will use to calculate it using
log(price t/price t-1).

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: From daily prices to weekly returns

Postby EViews Gareth » Sat Dec 19, 2015 11:48 pm

Create a weekly page that starts on a Wednesday. Then copy the daily data over to the weekly page, using a match last frequency conversion method. Then do the calculation on the weekly data.


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