Consider three monthly time series Y, X and Z from January to August 2015.
I am interested in computing the monthly standard deviation among Y, X and Z and then plot the resulting time series.
It is a standard deviation among three numbers for each month.
How do you program it with Eviews 8? Best.
Time varying standard deviation across variables
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EViews Gareth
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Re: Time varying standard deviation across variables
Put them in a group and then use the @rstdev function.
Re: Time varying standard deviation across variables
Thank you.
This provides the standard deviation based on a sample (i.e. N-1).
Is it possible to compute the standard deviation basen on the entire populations (i.e. N)?
This provides the standard deviation based on a sample (i.e. N-1).
Is it possible to compute the standard deviation basen on the entire populations (i.e. N)?
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Time varying standard deviation across variables
A 5 second search in the documentation reveals:
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