Message-ID: <ENENLCEJJBACFDAJGAMIKEAHCBAA.aandres1@cogeco.ca>
Date: 2003-06-19T02:51:12Z
From: Ariel Andres
Subject: Import time series data with uneven dates
I am trying to import a file of daily index closing prices in business time
which excludes weekends and holidays so deltat is not constant. My file
looks like the following:
date close
2003.0055 47.05
2003.0082 45.71
2003.0164 43.45
2003.0192 42.96
2003.0219 44.56
2003.0247 42.99
2003.0274 42.28
2003.0356 41.74
etc.
>From what I saw in the EuStockMarkets file, it appears that they are also
using years and fractions of years as the measure of time. How do I read my
file and still keep 'date' as the date?
Thanks!
A. Andres
95 Wellington St W
Toronto, Ontario
M5J 2N7