combining data sets

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tomylee
Posts: 1
Joined: Sat May 28, 2011 5:26 pm

combining data sets

Postby tomylee » Sat May 28, 2011 6:33 pm

Hi,

Great to be here!

I am new to EViews and am trying to complete an assignment on VIX. I have found that there is statistically significant trading day variation using the @expand command (which I found on this forum!) with a daily dataset. My problem is that I am trying to combine an ARMA model with a modified dataset (monthly averages). ARMA won't work with the daily dataset. How can I get ARMA and TDV into the same equation?

I searched the forums before posting this, I hope it's not a redundant topic.

Kind Regards,
tomylee

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: combining data sets

Postby EViews Gareth » Sun May 29, 2011 5:21 pm

You're going to have to explain in more detail what you're trying to do.


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