average across series

[potiv]

Dear Tom,
One task that I always struggle with is the computation of the average across series. The need for doing this arises, for example, in forecast combination applications. In that context, I have a set of forecasts that I have previously generated (a set of series, perhaps organized in a vector of series) and I want to calculate the equally weighted average forecast (i.e., the series with each entry equal to the average entry of the set of series).
Any help would be very much appreciated.
Best regards,
Valerio

[TomDoan]

If they're a VECT[SERIES], it's very easy.

set avgs = %avg(%xt(myvectseries,t))

[potiv]

Many thanks Tom.