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How do I make an average without creating 100 vectors??

Posted: Fri May 10, 2013 12:52 am
by Lassebn
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

Re: How do I make an average without creating 100 vectors??

Posted: Fri May 10, 2013 6:20 am
by startz
Maybe

Code: Select all

z = (x+y)/2 @mean(z)

Re: How do I make an average without creating 100 vectors??

Posted: Fri May 10, 2013 9:45 am
by Lassebn
Obviously I am new to this! Thanks :)