EViews.com

I constructed a group (g) of multiple time series that include the residuals of the model using daily data for a 10 years period of time. The second step, I want to compute the monthly standard deviation of each time series of this group (g). I used @stdevsby (g, @month), eviews computed 12 monthly standard deviations but they are the same for the 10 years. I want 12 standard deviations for each year, but this code repeated the same 12 standard deviations througout the 10 years. I would really appreciate if I received help on this.

Instead of @month use @datefloor(@date, "mon")

Thank you so much, It works now.

I tried to figure out what are the 12 standard deviation values I got when I used @month, but I couldn't. I would really appreciate it if you let me know what are these 12 standard deviation values? are they the monthly averages or something else?

@month is just the month of the year.

Sorry I did not get it. I did not understand why when I used @month I got the same monthly standard deviation values for the 10 years?

Because January is January. When you use @month, it just treats every date in January as the same dataset - it doesn't split by year.

Now I got it. Makes sense. Thank you so much.