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Hello all,I have a monthly return index as dependent variabel and want to regress it on monthly returns of other finacnial instruments.

The problem I face ist that my monthly return index is smoothed, and therefore the volatility is lower than it should be.

Is there a possibility to desmooth the data with eviews?

For your information I attach an excel file with the monthly log returns from my dependent index.

Thanks in advance!

What kind of smoothing did you want to do?

I would like to do the Fisher-Geltner-Webb unsmoothing technique generaly used for unsmoothing commercial property returns. Is it possible in eviews?

Nothing built-in.

Has anyone done anything like this and can give some advise?

I am struggeling a bit with the econometrics.