Cumulative Standard Normal Distribuition

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Dav
Posts: 1
Joined: Wed Jun 25, 2014 7:37 pm

Cumulative Standard Normal Distribuition

Postby Dav » Wed Jun 25, 2014 8:12 pm

Hi All,
I am new to EViews using version 8 and trying to sort trades by ascending time order i.e, T(i+1)>T(i )∀ i . Also, I want to estimate Z(.) the cumulative standard normal distribution of price changes series to be able to calculate the "Bulk Classification" of buy trade initiator from sell trade initiator., i.e. Probabilistic approach of the VPIN.
Please could you advice how or whether there is a specified commands used to the calculate them?

Thanks

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Cumulative Standard Normal Distribuition

Postby EViews Gareth » Thu Jun 26, 2014 7:49 am

I'm afraid I don't understand the question.

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Cumulative Standard Normal Distribuition

Postby startz » Thu Jun 26, 2014 8:10 am

I don't understand the question either. But if you type "sort" into the help system you'll find instructions on sorting and if you type "normal" you'll find instructions for computing the cumulative standard normal.


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