Managing numerous indices in EViews

[Nannu]

Hi,

I am studying monthly effect with tens of different indices in Eviews(say 30 different indices). Can I some how run tests for them all at the same time or do I really need to study each of them differently?

Im studying monthly effect so that I want to know if the returns are different during last and 3 first trading day of the month, how can I creat a dummy which takes this into account? I have daily data for say 20 years. HOw about dummy for all the other 16 trading day? How can I run a regression that takes these both into account?

In addition, if I have 20 years of daily data for 30 indices, is there any way I can easily analysis the DAILY mean for each of the indices, i.e daily mean for the first day of the month, daily mean for the second day of the month and so on??

Please, reply asap, I really need your help!