Hourly Data and TAR modelling
Posted: Wed Mar 03, 2010 8:20 am
Hi there,
I have two problems. First, I am unable to import hourly data into Eview (I am using version 6) from excel. Even if I tried to cut-and-paste the date (after changing the properties to date-time) I am unable to restructure the data such that it make sense for time series analysis.
I tried to follow the advice given in another forum link (http://forums.eviews.com/viewtopic.php? ... urly#p6192) but i have no idea what it is trying to tell me to do and I can't use the command! I don't even understand how the command code (@dateadd(day, hour-1, "h")) works.
Secondly, can anyone advise how to do TAR (Threshold Autoregressive) time series modelling in Eviews?
Really appreciate any help on this matter as I urgently need to do a project for my class! :(
I have two problems. First, I am unable to import hourly data into Eview (I am using version 6) from excel. Even if I tried to cut-and-paste the date (after changing the properties to date-time) I am unable to restructure the data such that it make sense for time series analysis.
I tried to follow the advice given in another forum link (http://forums.eviews.com/viewtopic.php? ... urly#p6192) but i have no idea what it is trying to tell me to do and I can't use the command! I don't even understand how the command code (@dateadd(day, hour-1, "h")) works.
Secondly, can anyone advise how to do TAR (Threshold Autoregressive) time series modelling in Eviews?
Really appreciate any help on this matter as I urgently need to do a project for my class! :(