EViews Gareth wrote:The .adjust bit is just creating a sequence of seven 1s followed by twenty one 0s. You could do the same thing with series.fill instead by manually writing out that sequence.
I've downloaded a demo version of EViews 8 and the program worked, thank you. But it turned out to be something different from what I expected. I've made some adjustments and I upload the workfile to see exactly what I meant. Of course, this is due to my inaccuracy in explaining what I really want. Now the problem is that, having 4 dummies, I lose some observation for certain months, because for some months, there are 5 weeks and thus 5 dummies. More exactly, I lose 65 observations from the end of the months (4-5 observations per year) and valuable information for weekly patterns. For 2000, the weekly returns that I lose are on 1/31/2000, 5/29/2000, 7/31/2000 and 10/30/2000. Is there a way to address this problem?
Thank you again,