@stdevssby |

Sample standard deviations (d.f. corrected) for a series for each specified group.

Syntax: @stdevssby(x, y[y1, y2, ... yn, s])

x: series

y series, alpha

s: (optional) sample string or object

Return: series

Returns the Pearson product moment sample standard deviations (d.f. corrected) for x each group defined by distinct values of y.

EViews will use the current or specified workfile sample.

Examples

show @stdevssby(x, g1, g2)

produces a linked series of the by-group sample standard deviations of the series x, where members of the same group have identical values for both g1 and g2.

Consider the commands

matrix m = @mrnd(100,100)

@mean(m)

@vars(m)

matrix stdm = @stdize(m)

@mean(stdm)

@vars(stdm)

The matrix M should have mean approximately 0.5 and sample variance approximately 0.083. The standardized matrix, STDM, should have mean approximately 0 and sample variance of 1.

Cross-references

See also
@stdevsby and
@stdevpsby.