code for "last and first three trading days of a month"

[EViews Gareth]

As I said, the dummy variable is the series called "DUMMY" in your workfile. You have created the dummy variable. If you really want to call it "X", then type:

Code: Select all

series X = dummy

[pmann]

yes ok, lets called it "dummy" but how can i run a regression with this dummy?
is this the right way: quick->estimate equation
equation specification: return=c(1)+c(2)*dummy
method: ls - least square
sample: 1/04/1988 11/01/2011

or how can i run a regression with this dummy?

[EViews Gareth]

Yes, that way will work.

[pmann]

ok i hope we got it know! thank you veeeery much!!!