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Obtaining group statistics (time x series)

Posted: Fri Feb 28, 2020 6:31 am
by jfgeli
Hi there,
I need to calculate quantiles in a group with 17 series. I know I can use @quantile for series, but I don“t know how to do it for all the series in the group at the same time. Is there a special function that would help me to do that or am I supposed to create a vector with all the values stacked?
Best,
Fede

Re: Obtaining group statistics (time x series)

Posted: Fri Feb 28, 2020 9:46 am
by EViews Matt
Hello,

@quantile can be applied to matrices, generating a quantile over all elements in the matrix (not to be confused with @cquantile, which generates per-column quantiles). This allows you to avoid stacking the data by creating a matrix from your group via stom() or @convert. For example,

Code: Select all

@quantile(@convert(mygroup), .5)

Re: Obtaining group statistics (time x series)

Posted: Sat Feb 29, 2020 12:04 pm
by jfgeli
Great. A million thanks!