combining data sets
Posted: 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
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