Symmetry Plot Output Matrix

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Joined: Mon Jun 23, 2014 12:04 am

Symmetry Plot Output Matrix

Postby diggetybo » Sun Feb 07, 2016 9:11 pm

Hey everyone,

I haven't contributed much to the community, so I want to improve on that.

I have made a simple output matrix for the symmetry plot. As it stands, this isn't built-in in Eviews, but that could change. Until then this program could provide some valuable automation if you are working with web publishing, multiple data sources / platforms.

It works in vector space, so it should be ok for any workfile type.

Code: Select all

%series ="your_series_name"

vector {%series}_vector = {%series}

vector {%series}_order_vector = @ranks({%series}_vector,"a","i")

matrix(@rows({%series}_vector),2) {%series}_symmetry_matrix

for !i = 1 to @rows({%series}_vector)
    {%series}_symmetry_matrix(!i,1) = @abs({%series}_vector(!i)-@median({%series}))
    {%series}_symmetry_matrix(!i,2) = @abs({%series}_vector(!i)-@median({%series}))

{%series}_symmetry_matrix = @capplyranks({%series}_symmetry_matrix,{%series}_order_vector,1)

{%series}_order_vector = @ranks({%series}_vector,"d","i")

{%series}_symmetry_matrix = @capplyranks({%series}_symmetry_matrix,{%series}_order_vector,2)

matrix(@rows({%series}_vector)/2,2) {%series}_symmetry_matrix = @subextract({%series}_symmetry_matrix,1,1,@rows({%series}_vector)/2,2)

show {%series}_symmetry_matrix

d {%series}_vector
d {%series}_order_vector

** forgot to thank Eviews gareth for pointing out the correct use of the @capplyranks function

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