Descriptive statistics on dummy variables in financial time series

I got daily returns for the last 15 years. I would like to find the the descriptive statistics(mean,Stdev,skewness, kurtosis) impact on last Thursday of every month. I have created a dummy variable to reflect the same. How to find the descriptive statistics only for those days alone?


No cake for spunky
I think rojel means what method not the software.

It is not clear what you think is having an impact on what in your model. Without that its not possible to discuss how to calculate descriptives. Also we would have to know what method you plan to use. A mean effect size, which is what impact means to me, is very different then the mean level of some variable.