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I think I would loop through them calculating the covariance once at a time, recording the covariances in to a column of a matrix. Then you could sort the matrix and take the top (or bottom) 100.

Thank you Gareth.

what does "and then take, say, 100 at least correlated series" mean? OK, so let's say I have 10,000 series + 1 index, and I want to create a portfolio of 100 series which have the lowest correlation with the index. As I understand, I would have to create a correlation matrix, and then tak...

Hello,

I'm trying to compute a correlation matrix for a number of series, and then take, say, 100 at least correlated series. Is there any way to achieve this? In other words, how can I take names of those 100 series which are at least correlated among the entire sample?

Best

Thank you Gareth.

Hello, There's the archtest() function, but it has only additional option to print the output. Can I somehow obtain the probability function (from F-statistic) from that test? I estimate hundreds of regressions, and I'd like to put the results from the test into a table, instead of separately openin...

That's very annoying issue. If an user has several windows open in EViews, a current window should be closed after pressing escape button. It's annoying to clicking on "X" if there are dozens of windows open. Sometimes is just faster to close EViews and and reopen it. The "escape opti...

OK, three things that might be useful for someone who writes a program: Lines numbering. When user selects a text and press a tab button, the text should be tabulated to the right, not deleted. When program is run and there's an error, the message could point out a line number in which the syntax is...

Hello,

I though it would be useful if the user had an option to define a customized toolbar (something like a "floating" toolbar in Word and Excel 2003 and earlier). The toolbar could contain command or program often being used.

Best

Thank you!

Hello,

How can I obtain an observation corresponding to, say, 5% in the lower and upper tail of the distribution in the series?

Best

Thank you for your reply. I do understand that the program variables don't have rows, etc. In the below statement: !no_45 = 0 smpl 1/1/2010 1/1/2010 if d45 = 1 !no_45 = !no_45 + 1 smpl @all I specify the variable !no_45 equal to 0. Then, I select the first row in the workfile by smpl statement. Then...

Hello there, I'm trying to understand the syntax of EViews (7), but sometimes it just doesn't make sense. Two problems. 1. First: for !industry=1 to 10 !no_{!industry} = 0 for !firm=1 to 100 smpl 1/1/2010 1/1/2010 if d{!firm} = {!industry} !no_{!industry} = !no_{!industry} + 1 smpl @all next next Le...

I wrote a long program performing a number of tests. Previously, I had just a couple of workfiles, so I specified strings/variables at the beginning of the program and changed them each time I ran the program: %name = "wf1" <-- here !number = 100 <-- here etc. wfopen {%name} [body of the p...

OK, so I encounter the following error when I compute p-value. I calculate it as follows: 'Calculates number of observations: !number = @obs(series1) 'Calculates t-statistic: !t = (@mean(series1)-@mean(series2))/(@stdev(series1)/@sqr({!number})) 'Calculates p-value for t-distribution with N-1 degree...

Just print as a "Microsoft XPS Document Writer", and import that image into a Word document. Make sure that you fist setup the fonts, etc. that you use in your Word document, so that when you insert the graph into the Word document with a 100% size, no-one will tell the difference when you...