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series transformation
Posted: Tue Feb 22, 2011 6:30 am
by ercan
I have 20 different series in a workfile. And I'd like to generate 4 period movibg averages of tehse series in a new page without having to do it one by one. for example, for series 1 named x i write the follwing code:
series xm=@movav(x,4)
this procedure only creates teh ma of series x. Can I write a loop to generate ma of 20 series?
Re: series transformation
Posted: Tue Feb 22, 2011 8:59 am
by EViews Gareth
Put them in a group, then write a loop based on the group.
Code: Select all
group g x '..... all other series here
for !i=1 to g.@count
%name = g.@seriesname(!i)
%newname = %name + "m"
series {%newname} = @movav({%name}, 4)
next
Re: series transformation
Posted: Tue Feb 22, 2011 9:42 am
by ercan
I copied the code in the command space. when i run it i get "flow of control statement executed from the comamnd line" error message.
Re: series transformation
Posted: Tue Feb 22, 2011 10:06 am
by EViews Gareth
You have to run it in a program (file->new->program).
cross correlation
Posted: Fri Feb 25, 2011 8:39 am
by ercan
Is there a way to extract lead and lag cross correlation coefficients for multiple series? I have 10 distinct series which I would like to compute cross correlation against a series without doing it manually one by one.