basic statistics
rdb = des_stat(namey,arg1,...,argn)
* namey = a time series, a real (nx1) vector or a string equal to the name of a time series or a (nx1) real vector between quotes
* argi = optional arguments that can be:
- 'color=x' where x is numerical representation of the color
- 'nbars=n' where n is the # of bars of the histogramm
- 'bounds=[''b1'';''b2'']' where b1 and b2 are the bounds over which the stats are calculated
- 'noprint' if the user does not want to print the results
- 'dropna' if the user wants to remove the NA values from the data
* r = a results tlist with:
- r('meth') = 'des_stat'
- r('namey') = name of the variable
- r('y') = (n x 1) vector of variables
- r('mean') = mean of the variable
- r('median') = median of the variable
- r('miny') = min of the variable
- r('maxy') = min of the variable
- r('stdevy') = standard deviation of y
- r('skew') = skewness of variable y
- r('kurt') = kurtosis of variable y
- r('jbstat') = Jarque and Bera stat for normality
- r('jbprob') = associated p-value
- r('prests') = a boolean indicating whether there is a ts in the regression
- r('dropna') = boolean indicating if NAs have been droped
- r('bounds') = if the variable is a timeseries, the bounds used for the calculations
- r('nonna') = vector indicating position of non-NAs (if the option 'dropna' was active)
load(GROCERDIR+'/macros/grocer/db/bdhenderic.dat') ; r=des_stat('delts(lm1)') //Example taken from function des_stat_d(). The studied series is delts(log(m1)). Here, default values are used. grey=addcolor([0.7 0.7 0.7]) ; bounds('1964q1','1988q4'); r=des_stat('delts(lm1)','nbars=10','color=grey','wind=4') // Here, the window is chosen (option 'wind=4'), the color is a grey defined by function addcolor (option 'color=grey'), // and the histogram is presented in the form of deciles (option 'nbars=10'). | ![]() | ![]() |