@stdize |

Standardized data (using sample standard deviation).

Return copy of data scaled and translated to have a mean of zero and a Pearson product moment sample standard deviation of one.

Syntax: @stdize(x, [s])

x: series, vector, matrix

s: (optional) sample string or object when x is a series and assigning to a series

Return: series, vector, matrix object

The adjusted data are calculated as

where and are the mean and sample standard deviation, respectively, of .

For series calculations, EViews will use the current or specified workfile sample.

Examples

show @stdize(x)

returns a linked series of the standardized values of x.

Consider the commands

matrix m = @mrnd(100,100)

@mean(m)

@varp(m)

matrix stdm = @stdizep(m)

@mean(stdm)

@varp(stdm)

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

Cross-references