EViews.com

Hello

Do you have any suugestions on how to import a financial series dataset with the following dat structure:

16JAN2012:03:43:42

I tried to import as unstructured and then convert the date variables as below, but i recieve an error:

series datetime = @dateval(@str(lastmodificationdate, "f11.0"),"DDMMYYYYHH:MI:SS")

I have attached a sample in excel

Any support is much appreciated

Neo

If I open that file in EViews 8, EViews automatically recognises the "LastModificationDate" column as a date/time stamp.

You cannot structure the workfile by that series though, since it does not contain unique values.

Hi

I am using eviews 7 , is there a way to open the file as you do in v.8?

Also what do you mean by unique values? That some observations occur in the same time?

Thnx

Neo

Yes, some observations occur at the same time, so you cannot use time as an observation identifier.

Hi

thnx for the comments.
I imported the data as suggested and use "deal_id" as the identifier (see updated attached sample file) but I still would like to change "lastmodificationdate" to a readable eviews date format as I would like to create a new file with frequency compounding (where I sum up variables for example every 10 minute interval (based on the new date variable)

Any suggestions on how to update the date series?

BR,Neo

Post your EViews file.

here is a sample, the original file has 1mln observations so it is too bigto upload

In that file lastmodificationdate is already a date format.

perfect,

can i use it now to compund the frequencies e.g at 10 minutes intervals?

if yes how can I do this in eviews?

Thnx

Neo

Create a new page at the frequency you want. Then copy the date over from your existing page to the new page, performing general-match merge frequency conversion. See the User Guide for more details.