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Hi everyone,

Could you please help me solve this puzzle? I have a time series A filled with observations and a series B filled with observations for the same time frame. Is there a way to find a mean of values of series B corresponding to every decile of series A?

As an example, you can imagine a time series A filled with 1000 observations ranging from 1 to 10 and a series B of 1000 observations. I would like to take the last decile (from 9 to 10) of series A and calculate a mean of the corresponding observations from series B.

Hello,

As an example, the following creates scalars mean1, mean2, ..., mean10 for the means of b matching the observations spanning the deciles of a.

Hi Matt,

Thank you for your help! Logically it is a great solution even though I needed to use @100 * @ranks(a, “a”, ties) / @obs(a) instead of @pctiles(a) in order to get it to work for my setup.

Hello,

As an example, the following creates scalars mean1, mean2, ..., mean10 for the means of b matching the observations spanning the deciles of a.

Code: Select all

for !i = 1 to 10 smpl if @ceil(@pctiles(a) / 10) = !i scalar mean!i = @mean(b) next

Ah, you're using EViews 10 or earlier. No problem.