Data on RATS

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Data on RATS

Postby Eric » Mon Jul 26, 2010 9:57 am

To Whom It May Concern,

I am having trouble in getting data that I have onto RATS. I tried the data wizard, then intraday, then set the number of observations. However, I was not successful. I would appreciate it if you could please help me in getting the data onto RATS.

Thank you very much for your time and help.

Regards,

Eric
Last edited by Eric on Thu Aug 19, 2010 8:57 am, edited 2 times in total.
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Re: High frequency data on RATS

Postby TomDoan » Mon Jul 26, 2010 2:08 pm

Could you attach in a reply at least a part of your actual data set? It looks as if you have the date and time as separate columns, and how RATS will handle that will depend upon how they are represented numerically in the data.
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Re: High frequency data on RATS

Postby Eric » Mon Jul 26, 2010 2:30 pm

Hi Tom,

I have managed to import the data to RATS. When I view the data series, it goes from 2009 08 to 2015 01. At the moment I import the data as follows:

CAL(PPD=119,I) 2008 08 11

Thank you very much.

Eric
Last edited by Eric on Thu Aug 19, 2010 8:58 am, edited 5 times in total.
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Re: High frequency data on RATS

Postby TomDoan » Mon Jul 26, 2010 4:08 pm

Take the 2008 8 11 off the CALENDAR instruction:

Code: Select all
CAL(PPD=119,I) 2008 08 11


That's working at cross purposes with the "I" option. PPD=119,I means that you have 119 period per day, with irregular days. It will label the entries as 1//1,...1//119,2//1,...2//119,...
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importing data analyzed by value at risk software

Postby fbova » Sun May 08, 2011 8:59 am

I'm having a similar problem when trying to to import a dataset. I'm dealing with data previously analyzed by a value at risk software I was using, and now I can't seem to display it properly anywhere else. Do I first need to have the data in a native form? I wish I didn't have to because several updates have occured in the dataset since... Hope to get some advice, and thank you in advance! --Francis
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Re: importing data analyzed by value at risk software

Postby TomDoan » Tue May 10, 2011 2:38 pm

fbova wrote:I'm having a similar problem when trying to to import a dataset. I'm dealing with data previously analyzed by a value at risk software I was using, and now I can't seem to display it properly anywhere else. Do I first need to have the data in a native form? I wish I didn't have to because several updates have occured in the dataset since... Hope to get some advice, and thank you in advance! --Francis


You'd have to post here or send to us at support@estima.com the data set that is giving your trouble. It's certainly possible that the other software is rewriting it into its own format.
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Re: Data on RATS

Postby jbell8 » Tue Jul 26, 2011 11:31 am

I'm getting some error messages when working with this code:

Code: Select all
cal 1959 3 4
all 0 2009:2
open data c:\forecast\aug09\cbase\ytemp.rat
data(format=rats) / gpdiv gpint gprenj gpy gw gpt gprofj gdpdfc

set gprop = gpdiv+gpint+gprenj

set yprop = gprop
set yp = gpy
set wsd = gw
set v = gpt
set ypf = gprofj

dedit(new) c:\forecast\aug09\data\yp0809.rat
store yprop yp wsd v ypf gdpdfc
save


I get a series of error messages: #IO30: GPDIV is not in the file. I get one of these error messages for each variable except for gdpdfc.

ytemp.rat has all of the variables, and they are named correctly. What am I missing? I'm sure it's easy, but I've been trying to figure it out for a while.
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Re: Data on RATS

Postby TomDoan » Tue Jul 26, 2011 1:33 pm

If the series are there, you shouldn't get that message. You'll have to attach a copy of the data file (or e-mail it to support@estima.com) so we can take a look at it.
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Re: Data on RATS

Postby jbell8 » Thu Jul 28, 2011 4:44 pm

When I went to get the data set, I found that it was indeed blank. I feel terrible about missing that and wasting time. Sorry, and thanks for the help.
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