Taking the percentile of multiple series

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djackson
Posts: 8
Joined: Fri Jun 19, 2015 1:33 am

Taking the percentile of multiple series

Postby djackson » Wed Jun 26, 2019 9:21 am

I have a number of series, and I want to get the 15th percentile of all their values in each period, then get the average of those percentiles.

Is there an easy way to do this?
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EViews Matt
EViews Developer
Posts: 563
Joined: Thu Apr 25, 2013 7:48 pm

Re: Taking the percentile of multiple series

Postby EViews Matt » Wed Jun 26, 2019 9:46 am

Hello,

Is each period a single observation? If so, I believe @rquantile is what you're after.
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djackson
Posts: 8
Joined: Fri Jun 19, 2015 1:33 am

Re: Taking the percentile of multiple series

Postby djackson » Thu Jun 27, 2019 3:42 am

That worked, thanks very much!
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