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Ok, thank you again. That was what I also found in the Eviews Help Guide, but since I have 97 series, I thought there might have been a quicker way... @convert uses whatever the current sample is, so if the current sample only has one row, then resultant matrix will only have one row. I had three ro...

What I mean is that I have multiple series and I want to group them. I normaly do so by selecting the different series and open them as a group. But I would like to run this also by the program....

You are right, it does not make sense to do so many loops, It was me trying to get all the steps one by one. The sample command works just fine to "filter" values for certain dates. I still have two questions: I can not get it done to generate or create a group from series, I used the foll...

Dear Gareth, I don't get the event study done, so I post again here, since you seem to know how it all works. I also attached a sample eviews workfile, that hopefully makes it easier for me to explain my problems. The sample workfile contains: Daily stock returns on 9 companies for two years Daily r...

So,

can I make a row vector for every event date? Can I work with @sample or @date? I dont really understand how to substract for every company (97) the computed t-statistic for day x...

Two more questions I would like to post here on this helpfull Forum: 1) I have daily stock returns for a period of 5 years. In those years I have 1 event date per year (all companies have the samen event date, and I have have 97 companies in sample). I manualy programmed to calculate t-test statisti...

Perfect, thank you. I try to figure out how to do all the (very basic) programming in Eviews, instead of moving back and forward between Eviews and Excell. I now have 96 series of expected returns. I have grouped those returns manually: however I have two more datasets that also need event study ana...

Hi, many posts on this forum allready helped me with conducting my event study, however I still have some questions. I grouped returns on 96 companies over a period of a year and estimated alpha and beta coefficients via the following program: matrix(2,96) coefs equation eq for !i=1 to 96 %sname = p...