Using functions on groups

For questions regarding programming in the EViews programming language.

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pdwhoward
Posts: 11
Joined: Tue Oct 23, 2012 2:44 pm

Using functions on groups

Postby pdwhoward » Sat Feb 06, 2016 3:27 pm

I have a group and I would like to calculate statistics for the series in the group. So for example

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group group_return rm
defines the group group_return and contains the series rm. In Eveiws, I can execute

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@mean(rm)
but I cannot execute

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@mean(group_return(1))
Although, I can do

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ls group_return(1) c
in place of

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ls rm c
So I would like to know why I cannot use / how do I use function commands like @mean() on series in a group. I.e. I would like to use commands like

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@mean(group_return(1))
Thanks for the help.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13584
Joined: Tue Sep 16, 2008 5:38 pm

Re: Using functions on groups

Postby EViews Gareth » Sat Feb 06, 2016 4:11 pm

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show @mean(group_return(1))

pdwhoward
Posts: 11
Joined: Tue Oct 23, 2012 2:44 pm

Re: Using functions on groups

Postby pdwhoward » Sun Feb 07, 2016 10:45 am

That's great, thank you. How would I store the value. For example, I can issue the command

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scalar t = @mean(rm)
but the following command does not

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scalar t = @mean(group_return(1))

dagfinnrime
Posts: 54
Joined: Sat Oct 11, 2008 9:37 am
Location: Oslo
Contact:

Re: Using functions on groups

Postby dagfinnrime » Tue Sep 20, 2016 1:07 am

Hi,

I too would like to use functions on groups. (User request!!!).

The way I fix it now is the following:

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for !i = 1 to gr_data.@count %varname = gr_data.@seriesname(!i) tab_descstats(1,!c) = %varname !mret = (1+@mean({%varname}))^12-1 !sdret = @stdev({%varname}) tab_descstats(2,!c) = !mret ' Return tab_descstats(3,!c) = !sdret ' Std.Dev tab_descstats(4,!c) = !mret/!sdret ' SR !c = !c+1 next


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