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Amazing, this is exactly what I want. Thanks.

Yes, I want the dummy to stay constant (0 or 1) if the return stays constant. Please can you help?

I would appreciate it if I get a reply to my question.

Sorry, It is my bad that I did not well explain what I want to do. I attached an Excel file in which I typed the Dummy that I want. Please can you help which code can do that? Much appreciated,

Thanks for reply. I used this command: series dummy=@recode(y>=y(-1),1,0), but I still have the same problem.Please can you advice?

Hi, I have multiple time series of stock returns, I want to create dummy variables that are 1 when the return increase and 0 when the return decrease. The problem am facing when the returns is the same for several months. For instance, the returns for the following 7 months are 3,4,2,5,5,5,5, I want...

Thanks for your reply. Yeah, I found out what is wrong, It works now.

Hi I am trying to count the number of observations in a series that has missing values. I use the command seriesname.@obs, but every time I got a message that says that "NA found in matrix". I know that the series has missing data and that is why I want to count the available data point. A...

Now I got it. Makes sense. Thank you so much.

Sorry I did not get it. I did not understand why when I used @month I got the same monthly standard deviation values for the 10 years?

I tried to figure out what are the 12 standard deviation values I got when I used @month, but I couldn't. I would really appreciate it if you let me know what are these 12 standard deviation values? are they the monthly averages or something else?

Thank you so much, It works now.

I constructed a group (g) of multiple time series that include the residuals of the model using daily data for a 10 years period of time. The second step, I want to compute the monthly standard deviation of each time series of this group (g). I used @stdevsby (g, @month), eviews computed 12 monthly ...

Thank you so much for your reply. Actually, I have tried that and did not work properly because the length of the time series (10 years) is not identical to the length of the sample (one month). I put the save command of the residual series inside the loop to save the residual series for every month...

Hello again, I have another question. Is there a way to save the residual series of all the sample regressions? now the regression is based on the sample (each month) and not the whole time series. So, when I used "makeresids" commands it saved the residuals of the first month/sample only ...