daily (5) data with some days off
Posted: Tue Jan 24, 2017 10:20 am
Dear Tom,
I have a time series of daily (5) data with no data for some days.
when I import it into rats it can't read some data:
Here is the results:
How can I manage this?
I have a time series of daily (5) data with no data for some days.
when I import it into rats it can't read some data:
Code: Select all
open data data.xlsx
calendar(d) 2003:01:02
all 2013:12:30
data(format=xlsx,org=columns) 2003:01:02 2013:12:30 rate
diff rate / drate
diff rate / drate
stats dratetatistics on Series DRATE Daily(5) Data From 2003:01:06 To 2018:05:21 Observations 2869 Skipped/Missing 1142 Sample Mean 0.000041 Variance 0.000056 Standard Error 0.007478 SE of Sample Mean 0.000140 t-Statistic (Mean=0) 0.292372 Signif Level (Mean=0) 0.770023 Skewness -0.383014 Signif Level (Sk=0) 0.000000 Kurtosis (excess) 5.131044 Signif Level (Ku=0) 0.000000 Jarque-Bera 3217.394056 Signif Level (JB=0) 0.000000