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Re: code for "last and first three trading days of a month"
Posted: Wed Nov 16, 2011 3:53 pm
by 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:
Re: code for "last and first three trading days of a month"
Posted: Wed Nov 16, 2011 4:02 pm
by 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?
Re: code for "last and first three trading days of a month"
Posted: Wed Nov 16, 2011 4:04 pm
by EViews Gareth
Yes, that way will work.
Re: code for "last and first three trading days of a month"
Posted: Wed Nov 16, 2011 4:10 pm
by pmann
ok i hope we got it know! thank you veeeery much!!!