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Save the stats?
Posted: Wed May 05, 2010 10:39 am
by jdw83
Hello
I am looking for a way to save the stats of a sample in a row-vector instead of displaying them.
I just need the basic statistic characteristics e.g. mean, sd, skewness, kurtosis, Jarque-Bera, p-value JB, min and max.
I am using EViews 6.
Thank you for any help!
Re: Save the stats?
Posted: Wed May 05, 2010 10:42 am
by EViews Gareth
Your question isn't quite well defined.
Which object are you trying to save the stats of?
Re: Save the stats?
Posted: Thu May 06, 2010 3:53 am
by jdw83
Hello
Sorry for that. I have a vector with return data of a stock index. I introduced a rolling window which is moving through that data. I tried to save the descriptive statistics. I found that out in the meanwhile... just using e.g. @mean(returns) gives me the return etc.
But now I am looking for a way to get the autocorrelations of different lags and their significance (like one gets if he looks at the correlogram ).
Is there a chance to do that in EV6?
Thank you.
Re: Save the stats?
Posted: Fri Aug 13, 2010 3:22 pm
by EfficientMarketeer
Hi There,
Very new to all this, and I'm trying to do what the OP was trying to do initially, i.e. save descriptive stats (specifically Jarque-Bera) in a series from a rolling window program. I've got the rolling window bit sorted but I'm having trouble saving the stats. How can I do this?
Many thanks,
EM
Re: Save the stats?
Posted: Fri Aug 13, 2010 3:58 pm
by EViews Gareth
Freeze the stats view into a table, then grab it from that:
http://forums.eviews.com/viewtopic.php? ... 8&p=18#p18
Re: Save the stats?
Posted: Sat Aug 14, 2010 8:28 am
by EfficientMarketeer
Still not getting it I'm afraid. If I start with the following it runs the rolling stats program with no problems, but obviously doesn't store anything for me:
Code: Select all
for !horizon=1 to 1000
smpl 0+!horizon 1674+!horizon
dlftse.stats
next
However, if I try to add freeze commands etc, as suggested above and in the link provided, it doesn't work. Can anyone crack the code for me?
Much appreciated,
EM
Re: Save the stats?
Posted: Tue Aug 17, 2010 7:19 am
by EfficientMarketeer
Finally figured it out! Thanks again for the help.
Code: Select all
for !horizon=1 to 1000
smpl 0+!horizon 1674+!horizon
freeze(mytab) dlftse.stats
!jb = mytab(14,2)
d mytab
next
EM