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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!

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.