I would like to calculate the variance of returns over a specified time horizon as shown in the code below:
Code: Select all
series z = @vars(return, "1990m01 1999m12")
series x = @vars(return, "2000m01 2009m12")
Now I would like to create a table from the outcomes z and x which displays the variance of the two time horizons as defined in the code. I wish to present the variances in one line and two columns.
How can I do that in eviews? Can I write a command to do that?
Thanks in advance.