Creating Dummies for calendar effects (4)

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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Sissy
Posts: 30
Joined: Thu Apr 19, 2012 1:59 am

Creating Dummies for calendar effects (4)

Postby Sissy » Tue May 01, 2012 4:44 am

Hello,

I'm working on a daily trading database. I have a dummy named PH taking the value 1 for the vacation days. I'd like to create another dummy taking the value 1 on the first day of trading after the vacations. How can I do that in Eviews 7 student version, please ?

Thanks in advance.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Creating Dummies for calendar effects (4)

Postby EViews Gareth » Tue May 01, 2012 5:08 am

Series dum = ph(-1)
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