Dear sirs,
I am a fresh user of Eviews and I am interested to test the day of the week effect across various stock exchanges.
I'm curious on how I could generate descriptive statistics for each day (Monday, Tuesday, etc) across a 5-day week period.
My knowledge only extends to generating descriptive stats for the whole period, but not for individual days.
Thanks for your time. :)
Descriptive stats by days
Moderators: EViews Gareth, EViews Steve, EViews Moderator, EViews Jason
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EViews Gareth
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Re: Descriptive stats by days
Open a series, then click on View->Descriptive Statistics->Stats by Classification, then choose the statistics you want and enter "@weekday" as the "Series/Group for classify".
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vincentchow
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Re: Descriptive stats by days
Thank you very much for your kindness, Gareth!
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vincentchow
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- Joined: Wed Dec 05, 2012 7:42 am
Re: Descriptive stats by days
Dear Gareth, what if I would like to generate the Jarque Bera and p-values for each weekday?
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EViews Gareth
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Re: Descriptive stats by days
You cannot - you'd have to calculate it manually.
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