I have a pseudo bootstrapping program where I wind up with a whole bunch of paths stored as matrices, then at each point we draw a number of points from the these as our results (vague I know, please forgive).
Long story short, we were pulling a bunch of quantiles into a table to organize them and it was fine. Now we want to instead store them as series, and this is where I get an issue.
Specifically,
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!z11=@sum(v1temp)/!zsimno
smpl {%zdatel}+!i {%zdatel}+!i
'This works to store the percentile of a reference series, generated earlier
{%zzname}_pct = !z11
' This doesn't work
{%zzname}_5d = 1 * @quantile(v{%zzname}!i, !z11+0.05)
When I run this, I get a message "VURCAQ1" is not series in GENR URCAQ_5D = @QUANTILE(VURCAQ1, 0.5992+0.05)". I tried adding the "1*" to try to get around it. I don't quite get it as when I store the percentile of a the reference, I don't get a problem. Similarly, setting it as "{%zzname}_5d = 1" winds up with, well, a series of 1's over the horizon I loop over.
Similarly, the structure from before, with a table called z_SERIESNAME_fin works i.e.
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z_{%zzname}_fin(!i+1,9) = @quantile(v{%zzname}!i, !z11-0.05)
Why am I having trouble storing a scalar as a single observation of a series?