Annuallized Boxplots

[bsinnott1]

Hi there,

I am using a simple moving window rolling correlation of time series data and i would like to know if I can plot the outputs from this data with annuallized boxplots inorder to get a sense of the shift in correlation over time. Any help with this matter would be extremely appreciated

Regards.

[EViews Glenn]

Can you be a bit more specific about what you want? I'm afraid I can't quite visualize what you want to do.

[bsinnott1]

I am currently working with daily financial data and instead of having one boxplot for all the results of the moving window correlation I would like to have individual boxplots on the same graph but grouped annually to express the change in the relationship through time.

[EViews Glenn]

Open the series of interest. Click on View/Graph... to display the Graph Options dialog,

(1) Click on Basic Type in the Graph Type node in the tree on the left.

Under Graph Type General: choose Categorical graph
Under Graph Type Specific: choose Boxplot

On the right side under Factors, put @YEAR in the Within graph edit field.

(2) Click on Categorical options in the Graph Type node in the tree on the left

Select the @YEAR factor in the Selected Factor listbox
Change the Category Labels/Contents: combo on the right to Factor value only

Click on OK.