Data on RATS

For questions and discussion related to reading in and working with data.

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.
Eric
 
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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.
Eric
 
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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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