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Group stats and correlogram
Posted: Mon Aug 30, 2010 4:41 am
by fboehlandt
Hi everyone,
I have 400+ series in my current workfile. I would like to establish the autocorrelation coefficients for all series. I know that for single series, correlogram yields the ACFs and PACFs. I have grouped all series together but the function correlogram again just yields the ACFs/PACFs for the first series. Is there another way than having to do this manually for all series?
Re: Group stats and correlogram
Posted: Mon Aug 30, 2010 8:01 am
by EViews Gareth
You'll have to write a program that does them one at a time in a loop.
Re: Group stats and correlogram
Posted: Tue Aug 31, 2010 6:46 am
by fboehlandt
oh boy, any pointers on how to do this? I know vba reasonably well but I have not worked with EViews much. Any help is greatly appreciated...
Re: Group stats and correlogram
Posted: Tue Aug 31, 2010 8:04 am
by EViews Gareth
Code: Select all
for !i=1 to group.@count
%n = group.@seriesname(!i)
{%n}.correl
next
where group is the name of your group.
Re: Group stats and correlogram
Posted: Wed Sep 01, 2010 8:23 am
by fboehlandt
okay, for next loops similar to VBA then. Have to get some language reference works! Anyway, works perfectly. Thanks for quick response :D
Re: Group stats and correlogram
Posted: Wed Sep 01, 2010 8:32 am
by startz
The Command and Programming Reference is available from the Help menu. Since you know VBA, you'll probably find EViews programming pretty straightforward.
Re: Group stats and correlogram
Posted: Wed Nov 10, 2010 12:07 pm
by fboehlandt
Hi there,
I was wondering how to aggregate the data onto one spreadsheet. I noticed that 400+ windows pop up. Rather, I would like to retain the series names as column headings and display the ACFS, PACFs and LB stats underneath. I know this is asking a lot but I could use a little help coding. Once I have a sample script, I can take it from there for other tests.