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I should also add that doing this manipulation will reduce the number of observations in the generated series by about half which is what I expect. I do not want the original series altered or contracted in any way.

Hi All, I'm using Eviews 7 and am a novice. I have a series of stock market returns covering 5500 daily observations. 1. I want to create a new series that only includes those observations that are less than the mean of the full sample. I've tried some IF statements but I get a series that has large...