Handling NA values

[contango]

I'm tring to create a returns series from a price time series. The problem I have is that there is are NA values on bankholidays (e.g. a Monday). Therefore when I use @pca(ftse100) on that series it results in TWO NA values (for the Monday and the Tuesday) rather than completely ignoring it. There must be a way that @pca and @pch etc can skip over NA values completely.

BTW as you have probably guessed I'm completely new to eViews!

[EViews Gareth]

Remove those dates from the workfile.

From the workfile click on proc->contract current page, then enter the sample as "if X<>na" where X is the name of your returns series.