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