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Thanks a lot! This is really helpful!! So after making for example the dummy to test for the January effect, how do I actually run a regression using this dummy and how can I interpret the results? What statistical values give me information on the existence of the January Effect in one of the portf...

Dear Esther, 1. Is done, thanks (I attached my workfile with the dataset structured as dated) 2. I noticed, thanks. 3. So at this moment all my data (daily excess and delta hedge excess returns from 1996 - 2010 for 4 different portfolios) is in eviews (well structured), and I would like to check for...

Yes, I attached the file with the data opened in Eviews.

So you see one sheet with the dates, 4 sheets with the excess returns of the different portfolios, and 4 sheets with the delta hedge excess returns of the different portfolios.

What to do next is not clear to me...

Yes, I already read them, but I am just not that good with these kind of programs...
It would be great if you could explain the first steps, so I can move on a bit and then use the guide to go further...

Rgds, Jochem

I am a noob in Eviews and have never worked with it, so can anybody help me with the following questions: I would like to test whether a some calendar anomalies exist in the index options on the S&P500. Therefore I created a dataset (I attached my dataset file so you can have a look at it) with ...