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Thanks Gareth, that's what I did as well, but I just wonder why it's not working with the @min function...

Series quintile_1_ranks should take the value from the series ranks_ret if it is below 0.2 or 0.2 else and so on...
Please find attached an example of how the values should be in each quintile.

Hi Gareth Thanks for your help. I was able to create a new series that contains ranks (from 0 to 1) named ranks_ret instead of the return.The next step is to split this series into quintiles which I thought is rather simple. For example, to calculate the quintile 1-3 I did: Quintile_1_ranks=@min(0.2...

Isn't there a way to normalize a return series (stacked data) to a series that takes values between 0 and 1? In Excel, I would calculate the following for each a cross section: To get rid of the negative values: abs_series = return_series+abs(min(return_series)) To get values between 0 and 1: rank_s...

Hi Gareth

I tried to upload the xlsx file but it's too large (~8MB) and even a zip file is larger than the threshold of 2 MB.
Can I send it by e-mail?

Hi all I face a problem when importing data from a CSV file to Eviews 6 that I have not come across yet. The CSV file is organized as a stacked panel file (monhtly data) and I have about 6 variables in the file which should all have numeric datatypes. But somehow, Eviews incorrectly recognizes two o...

Hi Gareth The dummy creation worked fine but now I'd need your help on the following: For the same panel, I need to assign percentile ranks to the variable ln_return. In particular, I'd like to create a new series that instead of the ln_return states the percentile rank for the fund compared to its ...

Hi Gareth Many thanks for your reply. I started with the function in 1. and a pop-up window said that "median" is not defined. What is the exact function I need to use to calculate the median as described in 1. ? Isn't there a function to calculate this similar as calculating a log by just...

Hi Eviews moderators..

I'd really appreciate your help regarding my question above as I'm stuck right now.

Many thanks in advance.

Hello, I have an unbalanced panel data set of 1381 funds over 145 months and I'll run a regression with monthly net flows as dependent variable and lagged monthly returns as independent variable (plus some control variables). I have two (related) questions regarding dummy creation (in Eviews 6 stude...

Hello, I have an unbalanced panel data set of 1381 funds over 145 months and I'll run a regression with monthly net flows as dependent variable and lagged monthly returns as independent variable (plus some control variables). I have two (related) questions regarding dummy creation (in Eviews 6 stude...