Obtaining group statistics (time x series)

[jfgeli]

Hi there,
I need to calculate quantiles in a group with 17 series. I know I can use @quantile for series, but I don´t know how to do it for all the series in the group at the same time. Is there a special function that would help me to do that or am I supposed to create a vector with all the values stacked?
Best,
Fede

[EViews Matt]

Hello,

@quantile can be applied to matrices, generating a quantile over all elements in the matrix (not to be confused with @cquantile, which generates per-column quantiles). This allows you to avoid stacking the data by creating a matrix from your group via stom() or @convert. For example,

Code: Select all

@quantile(@convert(mygroup), .5)


[jfgeli]

Great. A million thanks!