Using functions on groups

[pdwhoward]

I have a group and I would like to calculate statistics for the series in the group. So for example

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group group_return rm


defines the group group_return and contains the series rm. In Eveiws, I can execute

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@mean(rm)


but I cannot execute

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@mean(group_return(1))


Although, I can do

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ls group_return(1) c


in place of

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ls rm c


So I would like to know why I cannot use / how do I use function commands like @mean() on series in a group. I.e. I would like to use commands like

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@mean(group_return(1))


Thanks for the help.

[EViews Gareth]

Code: Select all

show @mean(group_return(1))


[pdwhoward]

That's great, thank you. How would I store the value. For example, I can issue the command

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scalar t = @mean(rm)


but the following command does not

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scalar t = @mean(group_return(1))


[dagfinnrime]

Hi,

I too would like to use functions on groups. (User request!!!).

The way I fix it now is the following:

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for !i = 1 to gr_data.@count
      %varname = gr_data.@seriesname(!i)
      tab_descstats(1,!c) = %varname
      !mret = (1+@mean({%varname}))^12-1
      !sdret = @stdev({%varname})
      tab_descstats(2,!c) = !mret            ' Return
      tab_descstats(3,!c) = !sdret            ' Std.Dev
      tab_descstats(4,!c) = !mret/!sdret         ' SR
      !c = !c+1
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