For example, EViews first converts “January 1, 1999” into a numerical value (729754) which allows you to manipulate dates more generally.
EViews first converts a date string into a date number so that you can manipulate it. 8:26 AM More Advanced Work with Date Functionsġ4 Date Arithmetic EViews provides several functions for manipulating dates more generally. Function Description Creates 4 dummy variables for the four quarters of the year in a quarterly workfileġ3 More Advanced Work with Date Functions
#DUMMY VARIABLE IN EVIEWS SERIES#
Function Description series Series equals 1 if day=Friday, 0 otherwiseġ2 Date Functions and Dummy Variables: Example 6Ĭreate seasonal dummies for all four quarters of the year Date Functions and Dummy Variables: Example 6 Click on the Quarterly page. Type in the command window: series Press Enter.
Date Functions and Dummy Variables: Example 5 Click on the Daily page. Function Description series Series equals 1 if month=January, 0 otherwiseġ1 Date Functions and Dummy Variables: Example 5Ĭreate a dummy variable equal to 1 if the day of the week is Friday, 0 otherwise. Date Functions and Dummy Variables: Example 4 Click on the Monthly page. Function Description series 1994”) Series equals 1 between 19ġ0 Date Functions and Dummy Variables: Example 4Ĭreate a dummy variable equal to 1 for the month of January, and 0 otherwise. Type in the command window: series 1994") Press Enter. Date Functions and Dummies: Example 3 Click on the Annual page. Again, we can create this indicator very easily. Function Description series Series equals 1 pre-1987 and 0 otherwiseĩ Date Functions and Dummy Variables: Example 3Īs an additional example, consider the case of creating a dummy variable which equals 1 between 19 and 0 otherwise. Date Functions and Dummies: Example 2 Click on the Annual page. Suppose you want to create an annual dummy variable which has the value of 1 pre-1987 and 0 otherwise. Likewise, EViews offers a number of easy-to-use functions that allow you to create date-related dummy variables. Function Description series Series equals 1 post-1979 and 0 otherwiseĨ Date Functions and Dummy Variables: Example 2 Date Functions and Dummies: Example 1 (cont’d) Click on the Annual page.
More easily, you could use function to achieve the same result. Function Description series Series equals 1 post-1979 and 0 otherwiseħ Date Functions and Dummy Variables: Example 1 (cont’d) Date Functions and Dummy Variables: Example 1 Open Data.wf1. Suppose you want to create an annual dummy variable which has the value of 1 post-1979 and 0 otherwise. Returns the proportion of an annual event (such as a holiday) that lies in each observation.Ħ Date Functions and Dummy Variables: Example 1ĭate functions can be very useful when creating date-related dummy variables. date2”) Returns a dummy variable with value equal to 1 for each observation between date1 and date2. Returns a dummy variable with value equal to 1 after the specified date. Returns a dummy variable with value equal to 1 prior to the specified date. Returns a seasonal dummy variable.ĭescription Returns the number of days within each observation. Returns the second of each observation as an integer. Returns the minute of each observation as an integer. Returns the hour of each observation as an integer. Returns the day of the month in which each observations begins.
Returns the month of the year in which each observation begins. Returns the quarter of the year in which each observation begins. Main Functions Function Description Returns the year in which each observation begins. Workfile Page Daily: structured page, daily frequency (weekday), 1960/01/ /12/31.Ĥ Date Functions EViews has some very powerful built-in functions that allow you to easily work with dates in dated workfiles. Workfile Page Monthly: structured page, monthly frequency, 1960m1-2010m12. Workfile Page Annual: structured page, annual frequency, Workfile Page Quarterly: structured page, quarterly frequency, 1960q1-2010q4. 8:26 AM EViews Training Date Functions Note: Data and workfiles for this tutorial are provided in: Results: Results.wf1 Practice workfile: Data.wf1ĭata.wf1 has a number of workfile pages (note there are no data in any of the pages).
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