EViews.com

Hi all,

I am experimenting for first time with Eviews in order to build a SARIMAX model for the UK Electricity Market Demand. Right now I am just testing the raw data (hourly demand from 2006.1.1 to 2016.12.31)

I am now very much stuck since I have a time series of demand values for 10 years and need to visualize Mean, Variance, Kurtosis and Skewness for every hour of the day.

So the question is, how do I get these Descriptive Statistics for every 24h? Lets say I want to obtain the Mean, Kurtosis, etc. for every hour of the day. So I would obtain 24 values of them for every statistical parameter.

Please do not hesitate on posting any related old topic or material.

Thanks so much in advance, I am looking forward to participating actively in this forum.

Ricardo.

Depends on how the data are structured.

If you're in an hourly workfile, you could open the series and click on View->Descriptive Statistics->Stats by Classification and enter "@hour" as the classifying variable.

I am right now starting with the only solution I came up with. Im creating dummy variables depending of the "hour of the day" 1-24 in order to sample demand values using the "if" function with the dummy variable next to it.

But I believe Eviews provides more powerful short cuts.

Depends on how the data are structured.

If you're in an hourly workfile, you could open the series and click on View->Descriptive Statistics->Stats by Classification and enter "@hour" as the classifying variable.

Thanks Gareth! I will start from there.

Done!

Oh my days I feel so dumb now, haha.

Much appreciated.

No need to feel dumb - a lot of users don't know about that nifty feature. And your question was better structured/explained than most!