Group stats and correlogram

[fboehlandt]

Hi everyone,
I have 400+ series in my current workfile. I would like to establish the autocorrelation coefficients for all series. I know that for single series, correlogram yields the ACFs and PACFs. I have grouped all series together but the function correlogram again just yields the ACFs/PACFs for the first series. Is there another way than having to do this manually for all series?

[EViews Gareth]

You'll have to write a program that does them one at a time in a loop.

[fboehlandt]

oh boy, any pointers on how to do this? I know vba reasonably well but I have not worked with EViews much. Any help is greatly appreciated...

[EViews Gareth]

Code: Select all

for !i=1 to group.@count %n = group.@seriesname(!i) {%n}.correl next

where group is the name of your group.

[fboehlandt]

okay, for next loops similar to VBA then. Have to get some language reference works! Anyway, works perfectly. Thanks for quick response :D

[startz]

The Command and Programming Reference is available from the Help menu. Since you know VBA, you'll probably find EViews programming pretty straightforward.

[fboehlandt]

Hi there,
I was wondering how to aggregate the data onto one spreadsheet. I noticed that 400+ windows pop up. Rather, I would like to retain the series names as column headings and display the ACFS, PACFs and LB stats underneath. I know this is asking a lot but I could use a little help coding. Once I have a sample script, I can take it from there for other tests.