Stock price data

[jlsmith09012]

I apologize if this question has been answered; I did search the forum without finding an answer. I have daily stock price data for different companies across several years. Eviews7 suggests that I code this as irregular data. What I want to do is test a hypothesis about returns that span a given timeframe. For example, if I want to test returns from the first day of the year through the last day of February, is there an easy way to code the data such that Eviews recognizes this data structure and allows me to calculate that return? Given that the first trading day may be somewhere between the 2nd and the 4th of January, etc., and the last trading day in February is also unknown, this causes the problem. Thanks,
Jeff

[EViews Gareth]

Not entirely sure I follow what you're asking. However I'm going to assume that you have a series (i.e. a column) that contains date information. Once you have that you can re-structure the workfile page as "Dated - specified by date series".

[jlsmith09012]

Thanks for the quick response. I'll try this. To be more specific, though, my column of numbers may span multiple years. The first trading day in year 1 might be 2 January, while in year 2 the first trading day might be 3 January. I am looking for an easy way for Eviews to identify the 1st trading day, no matter what is the actual date. I'll try your suggestion and repost as necessary.