Time varying standard deviation across variables
Posted: 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.
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.