Event Studies using Eviews

[[kk]]

Dear all,
I'm new to Eviews, but I would like to learn how to work with it. I'm using Eviews9
I want to do an Event Study but I can't find any information on how to do this with Eviews and I have a few problems

I have to calculate the normal return of a stock by running 32 OLS regressions per stock, using those Bèta coefficients I can calculate the normal return by inserting the actual return in the regression equation to calculate the normal return.
Afterwards I have to substract the Actual return from the Normal return to find the Abnormal return.

So my questions:
1) how do you run 32 OLS regressions with having to do it manually ( they have all a different sample range)?
2) how do I calculate these normal returns, in other words how do i generate a new series using the alfa and Bèta from the OLS regression?

Thx for your help!

[EViews Gareth]

1) You would have to write an EViews program to automate it for you. The programming forum has plenty of examples.
2) Without knowing the specifics... you can either forecast from the equation to get the fitted values, or compute them manually.