How to Match two series according to the date order
Posted: Sun Sep 02, 2012 1:28 am
Dear friends,
I have volume and price series according to dates (5days in a week). But the order of the dates are different and i want to match the series observations according to the dates they were traded. How to do that in eviews? Manually matching data is so tough and time consuming as i have high frequency data set.
My second question is, if i match manually the data and transfer the data from excel to eviews workfile (regulated- date started say from 1/1/1997 to 1/7/2012) then eviews workfile show NAs at the end as there are some missing days in the 5 days week for traded volume or price series. ANd the main problem is they dont represent the observation according to the exact date. It ends up with 2/17/2012. Its normal that in a week there might be only 4 days or 3 days transaction. So how to do a GARCH model considering the variable with exact date??
I have volume and price series according to dates (5days in a week). But the order of the dates are different and i want to match the series observations according to the dates they were traded. How to do that in eviews? Manually matching data is so tough and time consuming as i have high frequency data set.
My second question is, if i match manually the data and transfer the data from excel to eviews workfile (regulated- date started say from 1/1/1997 to 1/7/2012) then eviews workfile show NAs at the end as there are some missing days in the 5 days week for traded volume or price series. ANd the main problem is they dont represent the observation according to the exact date. It ends up with 2/17/2012. Its normal that in a week there might be only 4 days or 3 days transaction. So how to do a GARCH model considering the variable with exact date??