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
Cumulative Standard Normal Distribuition
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EViews Gareth
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Re: Cumulative Standard Normal Distribuition
I'm afraid I don't understand the question.
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startz
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Re: Cumulative Standard Normal Distribuition
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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