[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Overlapping-roling five-day returns
I am constructing a simulation of weekly returns from a four year
history of realized returns, which includes 209 individual weeks of
data. Is there a command in Stata that will allow me to quickly
construct overlapping rolling five-day sequential returns from this
data?
--------------------------------------------------------
NOTICE: If received in error, please destroy and notify sender. Sender does not waive confidentiality or privilege, and use is prohibited.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/