The RATS Software Forum

Dear Tom:

When we use non standard frquency data, eg, daily data, including Exchange rate or stocks index, we also use counter, for example 1 2000.
We get gragh based on estimation, whose X axis is marked by counter. Sometimes, I will copy these data based on estimation to XLS file to draw gragh, eg. dynamic correlation and transition probability gragh which can make full use of date information.
As for these type data, I think that Winrats can improve it and read directly date information and draw gragh with X axis marked by date.

Best Regard

Hardmann

Is there a reason you are not using one of the daily data schemes (5-day or 7-day-per-week) available via the CALENDAR instruction? Using those (or any of the date schemes available via CALENDAR) would give you date labels on the graphs.

If you aren't using dates because you need to do something like estimate a GARCH model with series that have gaps (at non-trading holidays, for example), one option may be to go ahead and use a dated CALENDAR and read in the data set with dates. This will allow you to have date labels on graphs, and so on.

Then, for estimation purposes, you can use SAMPLE instructions to create "compressed" copies of the series, with the missing values omitted. As long as you are careful about only using date labels with the appropriate versions of the series, this can work quite well.

Note that there is also an XLABELS option for supplying your own custom labels for the x-axis of a graph.

Regards,
Tom Maycock