Missing value in Eviews

[khor1984]

Hi,

I am a newbie of Eviews. Appreciate your help for the following,

I am testing on the EMH of various stock market indexes. However, different countries have different non-trading days (i.e. public holidays) which result in missing values. I was told by my supervisor to leave it blank instead of using the indexes of the previous trading day.

Will those missing values (labelled as NA in Eviews group spreadsheet) affect my analysis outcome?

Thanks.

[EViews Gareth]

Depends on what the analysis includes, but in general no.

[khor1984]

Thank you for the reply. The analysis to be done are ADF unit root and Johansen integration. Wil it be affected?