Descriptive stats by days

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

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vincentchow
Posts: 3
Joined: Wed Dec 05, 2012 7:42 am

Descriptive stats by days

Postby vincentchow » Wed Dec 05, 2012 7:48 am

Dear sirs,

I am a fresh user of Eviews and I am interested to test the day of the week effect across various stock exchanges.

I'm curious on how I could generate descriptive statistics for each day (Monday, Tuesday, etc) across a 5-day week period.

My knowledge only extends to generating descriptive stats for the whole period, but not for individual days.

Thanks for your time. :)

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Descriptive stats by days

Postby EViews Gareth » Wed Dec 05, 2012 8:21 am

Open a series, then click on View->Descriptive Statistics->Stats by Classification, then choose the statistics you want and enter "@weekday" as the "Series/Group for classify".

vincentchow
Posts: 3
Joined: Wed Dec 05, 2012 7:42 am

Re: Descriptive stats by days

Postby vincentchow » Wed Dec 05, 2012 8:27 am

Thank you very much for your kindness, Gareth!

vincentchow
Posts: 3
Joined: Wed Dec 05, 2012 7:42 am

Re: Descriptive stats by days

Postby vincentchow » Wed Dec 05, 2012 8:34 am

Dear Gareth, what if I would like to generate the Jarque Bera and p-values for each weekday?

EViews Gareth
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Re: Descriptive stats by days

Postby EViews Gareth » Wed Dec 05, 2012 9:11 am

You cannot - you'd have to calculate it manually.


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