Averday day with Intraday Data

[JoaoAraujo]

Hi Guys,

I've some good intraday data and I would like to know if you could help me to see the bellow :

I have 840 days with 79 observations per day ( 5 min space).

I wanted to see the average day descriptive statistics, for example, if I sample 1-79 i will see how the return and price do in the first day of my sample, however, this day may not be a good pick.

So, there is a way to program a average day in order for me to see an average day statistical properties for my sample ?

Thanks a million guys,

Regards, João.

[EViews Gareth]

Code: Select all

series means = @meansby(x, @datefloor(@date, "dd"))