EViews.com

I am a new user of EViews, and I am facing a problem about calculating daily return by the daily close of Index.

I have created a work file with structure of 5 days a week, imported the daily close of Hang Seng Index from 1998 to 2012. When calculate the daily return by:

series drl = log(y/y(-1))

the problem is about (y-1), for example on 2 Feb 98 the index closing 10,578.60, but the output was "NA", because 1 Feb 98 was holiday, how can I amend it so that EViews will take the last trade day close (i.e. 27 Jan 98) as the base of return calculation?

Please kindly help!

You can try resizing the workfile:

Thanks Trubador

It is exactly what I need, thanks a lot!!

And would you mind to give me some idea how to calculate monthly standard deviation by series "drl"?

Or, it is a must to create another series (or other type) for such calculation?

Ricky