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row-wise geomtric mean of a group of series

Posted: Thu Jun 16, 2016 3:30 am
by GloriaS
Hello,
I would like to compute the geometric mean of a group of series. For the arithmetic mean I found commands @mean (series mean) and @rmean (mean for a group of series) but I can not find how to compute the row-wise geometric mean.
Thanks for your help on that.
Best regards,
Gloria

Re: row-wise geomtric mean of a group of series

Posted: Thu Jun 16, 2016 5:09 am
by EViews Gareth
There is not a function built in for it. You'll have to do it manually - probably by converting to matrices and doing a row at a time.

Re: row-wise geomtric mean of a group of series

Posted: Thu Jun 16, 2016 4:32 pm
by EViews Glenn
Assuming positivity of values, I'd make a group with the logs of the series, and take the antilog of the row-wise mean.

Re: row-wise geomtric mean of a group of series

Posted: Fri Jun 17, 2016 12:26 am
by GloriaS
Ok, thanks for the idea!