dummy variable

[Nau2306]

Hello

Given a return series, I would like to create a dummy variable for the maximum and the minimum return values and remove these values from the return series. How should I go about to do that in eviews6?

Thanks

[EViews Gareth]

It isn't 100% clear what you're asking, but something like:

Code: Select all

series dummy=0 smpl if x=@max(x) or x=@min(x) dummy=1 smpl @all

[Nau2306]

This is exactly what I was looking for but now how do I remove the maximum observation from the original series x?


Thanks

[EViews Gareth]

Define "remove".

[Nau2306]

Say we have data from 01/01/2000 to 31/12/2005 and the maximum value is at 04/03/2002. By remove, I mean I would like to delete or say trim the observation at 04/03/2002.

[startz]

Most everything in EViews operates on the current sample. You can specify which observations to include with the smpl command. For example,

Code: Select all

smpl if not dummy

[nayana3012]

hi all, can somebody help me as to how to create dummy variables in eviews.\
infact i want to create dummies for post and pre crisis of 2007 and I want to create seasonal dummies also since my data is quarterly. can somebody help me as to how i can create those 2 dummies??thank you please!!!

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=4&t=3840