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Creating Dummies for calendar effects (4)

Posted: Tue May 01, 2012 4:44 am
by Sissy
Hello,

I'm working on a daily trading database. I have a dummy named PH taking the value 1 for the vacation days. I'd like to create another dummy taking the value 1 on the first day of trading after the vacations. How can I do that in Eviews 7 student version, please ?

Thanks in advance.

Creating Dummies for calendar effects (4)

Posted: Tue May 01, 2012 5:08 am
by EViews Gareth
Series dum = ph(-1)