Hey guys,
I’ve got monthly data about yields for different government bonds with different maturities. I want to find the mean yield for each month across all the bonds, not the mean yield for each bond. Is there a way of doing this?
Finding average value for each month
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Re: Finding average value for each month
Would that work if the bonds are different series and would I use the command? Just type @rmean?
Re: Finding average value for each month
You should create a group of the series you want to calulate the mean for. After you have done that, you can use the @rmean to fill a new series with the mean. Like this for example:
group bonds bond1 bond2 bond3 ....
genr bonds_mean = @rmean(bonds)
group bonds bond1 bond2 bond3 ....
genr bonds_mean = @rmean(bonds)
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