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If a piece of data that is only available monthly (like CPI,
unemployment rate, etc.) is imported into AB, is it possible to use
it as-is for system tests/chart signals on daily data?
Example: I have CPI, PPI, unemployment rate, etc., in Excel with
monthly data-points of 1/1/05, 2/1/05, 3/1/05, 4/1/05, etc. Can I
import this data in monthly format and will AB simply pick up the
last appropriate data-point for month and year on any system tests?
Or should I artificially "expand" my data in Excel, such that 1/1/05,
1/2/05, 1/3/05, 1/4/05, etc., all have the same monthly value?
Or can FIXUP be used to solve this disparity in the periodicity of
the data?
If anyone knows of any systems in the library that address this, or
of any discussion here that does so, I'd be grateful if they could
point me there. Or if AB automatically takes care of this issue,
that would be helpful to know, also, LOL!
Luck to all,
Sebastian
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