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Time varying standard deviation across variables

Posted: Mon Aug 10, 2015 8:11 am
by RDS
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.

Re: Time varying standard deviation across variables

Posted: Mon Aug 10, 2015 8:30 am
by EViews Gareth
Put them in a group and then use the @rstdev function.

Re: Time varying standard deviation across variables

Posted: Mon Aug 10, 2015 10:28 am
by RDS
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)?

Re: Time varying standard deviation across variables

Posted: Mon Aug 10, 2015 10:44 am
by EViews Gareth
A 5 second search in the documentation reveals:
2015-08-10_104306.png
2015-08-10_104306.png (27.11 KiB) Viewed 3266 times