monday effect

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

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jadechan
Posts: 3
Joined: Sun Aug 23, 2015 11:25 pm

monday effect

Postby jadechan » Sun Aug 23, 2015 11:40 pm

i need to do the monday effect. can you help to advise the attached excel file is correct
and how to import to eviews 8. thanks
Attachments
monday effect.xlsx
(20.98 KiB) Downloaded 254 times
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: monday effect

Postby EViews Gareth » Mon Aug 24, 2015 7:19 am

Just dragging that file onto EViews 8 should work fine.
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jadechan
Posts: 3
Joined: Sun Aug 23, 2015 11:25 pm

Re: monday effect

Postby jadechan » Mon Aug 24, 2015 9:08 am

thanks so much
can you help to take a look, the attached result is correct ?
Attachments
Monday effect ls.pdf
(6.73 KiB) Downloaded 238 times
monday effect arch.pdf
(7.09 KiB) Downloaded 263 times
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: monday effect

Postby EViews Gareth » Mon Aug 24, 2015 9:13 am

I cannot answer that.
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jadechan
Posts: 3
Joined: Sun Aug 23, 2015 11:25 pm

Re: monday effect

Postby jadechan » Wed Aug 26, 2015 2:11 am

sorry. i want to ask the setting is correct. but i have another issue. some daily return is zero, becuase that is holiday. can you advise how to fix this. thanks.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: monday effect

Postby startz » Wed Aug 26, 2015 6:31 am

smpl if return<>0
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