daily (5) data with some days off

[jack]

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:

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 drate

Here is the results:

tatistics 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

How can I manage this?

[TomDoan]

I'm going to guess that you don't want to read it as 5 day a week data. See Skipped Dates starting at the bottom of the page.