Symmetry Plot Output Matrix

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diggetybo
Posts: 152
Joined: Mon Jun 23, 2014 12:04 am

Symmetry Plot Output Matrix

Postby diggetybo » Sun Feb 07, 2016 9:11 pm

Hey everyone,

I haven't contributed much to the community, so I want to improve on that.

I have made a simple output matrix for the symmetry plot. As it stands, this isn't built-in in Eviews, but that could change. Until then this program could provide some valuable automation if you are working with web publishing, multiple data sources / platforms.

It works in vector space, so it should be ok for any workfile type.

Code: Select all

%series ="your_series_name" vector {%series}_vector = {%series} vector {%series}_order_vector = @ranks({%series}_vector,"a","i") matrix(@rows({%series}_vector),2) {%series}_symmetry_matrix for !i = 1 to @rows({%series}_vector) {%series}_symmetry_matrix(!i,1) = @abs({%series}_vector(!i)-@median({%series})) {%series}_symmetry_matrix(!i,2) = @abs({%series}_vector(!i)-@median({%series})) next {%series}_symmetry_matrix = @capplyranks({%series}_symmetry_matrix,{%series}_order_vector,1) {%series}_order_vector = @ranks({%series}_vector,"d","i") {%series}_symmetry_matrix = @capplyranks({%series}_symmetry_matrix,{%series}_order_vector,2) matrix(@rows({%series}_vector)/2,2) {%series}_symmetry_matrix = @subextract({%series}_symmetry_matrix,1,1,@rows({%series}_vector)/2,2) show {%series}_symmetry_matrix d {%series}_vector d {%series}_order_vector
** forgot to thank Eviews gareth for pointing out the correct use of the @capplyranks function

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