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Posted: **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


group group_return rm

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

Code: Select all


@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.

Posted: **Sat Feb 06, 2016 4:11 pm**

Code: Select all


show @mean(group_return(1))

Posted: **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))

Posted: **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
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Using functions on groups

Using functions on groups

Re: Using functions on groups

Re: Using functions on groups

Re: Using functions on groups