row-wise geomtric mean of a group of series

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GloriaS
Posts: 2
Joined: Thu Jun 16, 2016 3:24 am

row-wise geomtric mean of a group of series

Postby GloriaS » Thu Jun 16, 2016 3:30 am

Hello,
I would like to compute the geometric mean of a group of series. For the arithmetic mean I found commands @mean (series mean) and @rmean (mean for a group of series) but I can not find how to compute the row-wise geometric mean.
Thanks for your help on that.
Best regards,
Gloria

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

Re: row-wise geomtric mean of a group of series

Postby EViews Gareth » Thu Jun 16, 2016 5:09 am

There is not a function built in for it. You'll have to do it manually - probably by converting to matrices and doing a row at a time.

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: row-wise geomtric mean of a group of series

Postby EViews Glenn » Thu Jun 16, 2016 4:32 pm

Assuming positivity of values, I'd make a group with the logs of the series, and take the antilog of the row-wise mean.

GloriaS
Posts: 2
Joined: Thu Jun 16, 2016 3:24 am

Re: row-wise geomtric mean of a group of series

Postby GloriaS » Fri Jun 17, 2016 12:26 am

Ok, thanks for the idea!


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