Time varying standard deviation across variables

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RDS
Posts: 86
Joined: Thu Feb 17, 2011 9:50 am

Time varying standard deviation across variables

Postby RDS » Mon Aug 10, 2015 8:11 am

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.

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

Postby EViews Gareth » Mon Aug 10, 2015 8:30 am

Put them in a group and then use the @rstdev function.

RDS
Posts: 86
Joined: Thu Feb 17, 2011 9:50 am

Re: Time varying standard deviation across variables

Postby RDS » Mon Aug 10, 2015 10:28 am

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)?

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

Postby EViews Gareth » Mon Aug 10, 2015 10:44 am

A 5 second search in the documentation reveals:
2015-08-10_104306.png
2015-08-10_104306.png (27.11 KiB) Viewed 3261 times


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