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統計処理関数

記述統計に関する関数としては、次のような関数が用意されている。

@cor(x,y) correlation

@cov(x,y) covariance

@inner(x,y) inner product

@obs(x) number of observations

@mean(x) mean

@median(x) median

@min(x) minimum

@max(x) maximum

@quantile(x, q, k) quantile

@stdev(x) standard deviation

@sum(x) sum

@sumsq(x) sum-of-squares

@var(x) variance

@day observation day

@elem(x,d) returns the value of the series X, at date(or observation)

@month observation month

@quarter observation quarter

@year observation year

時系列処理関数としては、次のような関数が用意されている。

d(x) first difference

d(x,n) n-th order difference

d(x,n,s) n-th order difference with a seasonal difference at s

dlog(x) first difference of the logarithm

dlog(x,n) n-th order difference of the logarithm

dlog(x,n,s) n-th order difference of the logarithm with a seasonal difference at s

@movavg(x,n) n-period backward moving average

@movsum(x,n) n-period backward moving sum

@pch(x) one-period percentage change

@pcha(x) one-period percentage changeﾑannualized

@pchy(x) one-year percentage change

@seas(n) seasonal dummy

@trend, @trend(n) time trend

特殊関数

@beta(a,b) beta integral (Euler integral of the second kind)

@betainc(x,a,b) incomplete beta integral

@betaincder(x,a,b,s) derivative of the incomplete beta integral

@betainv(p,a,b) inverse of the incomplete beta integral

@betalog(a,b) natural logarithm of the beta integral

@binom(n,x) binomial coefficient

@binomlog(n,x) natural logarithm of the binomial coefficient

@cloglog(x) complementary log-log function

@digamma(x), @psi(x) first derivative of the log gamma function

@erf(x) error function

@erfc(x) complementary error function

@gamma(x) complete gamma function

@gammader(x) first derivative of the gamma function

@gammainc(x,a) incomplete gamma function

@gammaincder(x,a,s) derivative of the incomplete gamma function

@gammaincinv(p,a) inverse of the incomplete gamma function

@gammalog(x) logarithm of the gamma function

@logit(x) logistic transform

@psi(x)

@trigamma(x) second derivative of the log gamma function

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EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS is the registered trademark of Quantitative Micro Software,Inc.
EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS is the registered trademark of Quantitative Micro Software,Inc.
EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS is the registered trademark of Quantitative Micro Software,Inc.
EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS is the registered trademark of Quantitative Micr