How to Calculate Quintiles for a Group
Posted: Tue Mar 06, 2012 7:37 pm
I have a group of 20 series. The group called alpha. It looks like this:
Alpha_1 Alpha_2 ..... Alpha_20
2000m1 -1.24 NA ..... -1.31
2000m2 0.59 NA ..... -3.51
.
.
.
.
2011m12 0.12 0.55 ..... -2.41
If I want to calculate the quintiles month by month, how can I do that? That means I want to calculate the quintiles for the 20 observations in 2000m1. Another set of quintiles for the 20 observations in 2000m2.
I found that @quantile can only apply to a series. Moreover, it cannot calculate quantiles across series for a particular period.
Thank you very much!
Alpha_1 Alpha_2 ..... Alpha_20
2000m1 -1.24 NA ..... -1.31
2000m2 0.59 NA ..... -3.51
.
.
.
.
2011m12 0.12 0.55 ..... -2.41
If I want to calculate the quintiles month by month, how can I do that? That means I want to calculate the quintiles for the 20 observations in 2000m1. Another set of quintiles for the 20 observations in 2000m2.
I found that @quantile can only apply to a series. Moreover, it cannot calculate quantiles across series for a particular period.
Thank you very much!