// //transpose command // //this command is used to change variable name. //Syntax transpose [variables] //Example Calcation year default rate by rating. //Read time series of company default in USA by rating. get haz2.csv@;
//Calcurate time series of remain company. vector tim[12]; vector zan[12]; for(i=1;i<=12;i++) { if(i == 1) { zan[i] = init - tim[i]; } else { zan[i] = zan[i-1] - tim[i]; } }
//Calcurate time series of yearly default rate as default divided by last year remain. vector rate[12]; for(i=1;i<=12;i++) { if(i == 1) { rate[i] = tim[i]/init; } else { rate[i] = tim[i]/zan[i-1]; } } select rate_1-12;
//Execute transpose time series for plot. transpose;
//Plot time series of yearly default rate by rating. plot line col_1-9;