Quantile function
Posted: Wed Oct 17, 2018 7:33 am
The first program is ok. But the second program kills the Eviews and forces me to shut down.
Pnl is a data series with 100+ observations
Program 1:
%table="zz_total_stats"
table {%table}
{%table}(1,1)=@quantile(pnl,0.05,"b")
{%table}(2,1)=@quantile(pnl,0.05,"r")
{%table}(3,1)=@quantile(pnl,0.05,"o")
{%table}(4,1)=@quantile(pnl,0.05,"t")
{%table}(5,1)=@quantile(pnl,0.05,"v")
{%table}(6,1)=@quantile(pnl,0.05,"g")
Program2:
!row=0
for %type b r o t v g
!row=!row+1
{%table}(!row,1)=@quantile(pnl,0.05,{%type})
next
Pnl is a data series with 100+ observations
Program 1:
%table="zz_total_stats"
table {%table}
{%table}(1,1)=@quantile(pnl,0.05,"b")
{%table}(2,1)=@quantile(pnl,0.05,"r")
{%table}(3,1)=@quantile(pnl,0.05,"o")
{%table}(4,1)=@quantile(pnl,0.05,"t")
{%table}(5,1)=@quantile(pnl,0.05,"v")
{%table}(6,1)=@quantile(pnl,0.05,"g")
Program2:
!row=0
for %type b r o t v g
!row=!row+1
{%table}(!row,1)=@quantile(pnl,0.05,{%type})
next