EViews.com

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. :)

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".

Thank you very much for your kindness, Gareth!

Dear Gareth, what if I would like to generate the Jarque Bera and p-values for each weekday?

You cannot - you'd have to calculate it manually.