How do I make an average without creating 100 vectors??
Posted: Fri May 10, 2013 12:52 am
I have two time series, X and Y, each containing 100 observations . From these two time series I want to create a vector for each data pair in X and Y, so 100 2x1 vectors, define these vectors as Z_t for t=1,..,100. At last I want to calculate a time series average: 1/T SUM[Z_t(Z_t)'].
Is there any way I can calculate this time series average without having to create 100 vectors from the two time series??
I use Eviews 7..
Thanks
Lasse
Is there any way I can calculate this time series average without having to create 100 vectors from the two time series??
I use Eviews 7..
Thanks
Lasse