Pair observations with dates

[bronkomonko]

I have two different data sets in two excel files. In each of the excel files the first column marks the date of the observation and the second column the associated observed value. Both data sets include different dates. Most dates are in common, however, there are some dates missing in the first file and some other dates are missing in the second file. I want to regress data set 1 with data set 2, draw the scatter diagram and other things.

In order to do so I want to first associate each observed value with the observation date for each of the two data sets. So instead of having observation 1,2,3... in the descriptive column I want to have 1999-01-21, 1999-01-22, 1999-01-23... there. In other words, I want to have the dates as the x-values and the observed values as the y-values.
After that I want to merge both datasets so that the dates for which only a value from one dataset is available are deleted. For example for 1999-01-21 the value in data set 1 is 50.8 but there is no entry in data set 2, so this values need to be deleted. Only when I have both values for a date these values and the date should be included in my analysis.

Thank you for your help.

[trubador]

I would take a different venue:
1) Load/Import both series into EViews' (irregular) workfile as separate pages.
2) Create another page with regular frequency (i.e. daily) and make sure that it covers the whole sample.
3) Copy and paste both series into the workfile without any manipulation. At this point, you can carry out simple analyses (like OLS) without worrying about the missing data.
4) Create a group from these series (e.g. mygroup).
5) Contract the page:

Code: Select all

pagecontract if @rnas(mygroup) = 0