Hello All,
Is there any way to use Eviews to create a new, standard deviation variable for each cross section in my panel dataset (based on quarterly/annual returns)? I plan on using fund returns/SD of fund returns as a dependent variable in a panel regression so it would be extremely helpful if I could do so within Eviews instead of manually creating the SD variable in Excel for each fund.
Likewise, it would also be useful to know if the same could be done for downside deviation of returns relative to a benchmark represented by this formula (apologies for poor notation - cannot attach screenshot);
sqrt(sum^n((Return-Minimum Return)^(2)*(1/n)) where Return<Minimum Return
Any assistance is much appreciated and thank you in advance.
Creating New Standard Deviation Variable For Each Cross Section in a Panel Dataset
Moderators: EViews Gareth, EViews Jason, EViews Steve, EViews Moderator
-
- Posts: 3
- Joined: Sun May 27, 2018 5:00 pm
-
- EViews Developer
- Posts: 2672
- Joined: Wed Oct 15, 2008 9:17 am
Who is online
Users browsing this forum: No registered users and 22 guests