calculate the mean of returns only for a particular day

[Nau2306]

Hi

I am new to eviews and with a series of daily exchange rates, i am trying to calculate the mean of the returns only for the observations on a particular day, say only mondays, or tuesdays.

Can someone please help me?

Thanks

[EViews Gareth]

Set the sample to be Mondays only, then calculate the mean:

Code: Select all

smpl if @weekday=1 scalar monmean = @mean(returns)

where returns is the name of the series you're calculating the mean of.

[Nau2306]

thx loadzzz ! :)

[Nau2306]

i am rily sry for disturbing u agen bt using the first command only, i fail to obtain the series with observations of Mondays only so that i can examine the descriptive statistics of this data set

thx

[EViews Gareth]

What do you mean by you fail?

[Nau2306]

i mean i did get the sample but not the series containing only the monday returns. I wish to examine the statistics for only monday returns, tuesday returns, wednesday returns and so on.

Thx

[startz]

How is your work file structured?

[Nau2306]

meaning??

[startz]

All EViews workfiles have a structure: annual, monthly, "unstructured," etc.

[Nau2306]

Oh ok... well its dated at daily frequency (7 day week).

[startz]

Code: Select all

smpl if @weekday=1

limits the sample to Mondays.

[Nau2306]

thanks... think i got it now