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different date
Posted: Mon Jun 10, 2013 2:00 am
by erlin
HIi, I have 2 different data with the same period, the one is financial data that doesn't include holiday and weekend and the other one is weather data that include all day. How can i delete some of the weather data which date not includes in financial data, so i can make a regression from both? Thank you.
Re: different date
Posted: Mon Jun 10, 2013 6:27 am
by startz
Use a dated workfile so the financial data will be NA on holidays and weekends. Regressions will automatically exclude observations with NAs in them.
Re: different date
Posted: Mon Jun 10, 2013 9:01 am
by erlin
I use The Netherlands financial data, they might have different holiday compare to other country such as the queen's day. Is eviews can also detect it?
Thank you.
Kind regards.
Re: different date
Posted: Mon Jun 10, 2013 9:06 am
by startz
I'm pretty sure that EViews doesn't know about Dutch holidays.
Re: different date
Posted: Mon Jun 10, 2013 9:11 am
by EViews Gareth
EViews doesn't know about any country's holidays.
Re: different date
Posted: Mon Jun 10, 2013 9:14 am
by startz
EViews doesn't know about any country's holidays.
Although the forum may be less tended on St. David's day :)
Re: different date
Posted: Mon Jun 10, 2013 9:55 am
by erlin
So the only way to remove this date is do it manually?
or is there any possibility to match the date for both data?
Thank you.
Re: different date
Posted: Mon Jun 10, 2013 9:57 am
by startz
What you probably want is to make a dummy variable coded 1.0 for Dutch holidays. Then do something like