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Bloomberg Date oddness

Posted: Wed Jul 06, 2016 7:33 am
by Redwing153
Hello
I'm using Enterprise 9.5 April 5 2016 build

I have a problem representing dates using Bloomberg data
Whenever I try to reference the observation date, eviews is returning the wrong date.

In this example (attached) the formula @date(spx) is missing a large number of days from the start of the series, which is in a dated workfile using a 5 day specification. The result is a date mismatch and a large number of NAs at the end of the series. I get the same problem using other formulae when trying the reference the observation date.

Thanks.

Re: Bloomberg Date oddness

Posted: Wed Jul 06, 2016 8:27 am
by EViews Jason
The @date function does not return the dates associated with the observation from the original source (Bloomberg in this case). If you think of @date as a series, @date(series) returns the lead or lag of the @date series depending on the value of series.

If SPX came from the Bloomberg, the observations have already been match merged for you.

If you want the date series of your workfile, use

Code: Select all

series date = @date