Hi all-
I have a monthly time series with say 30 months and
50-100 countries per month. I have GDP for each
observation.
For a window of 24 months, I wish to calculate the
standard deviation of all observations within the
window. So in month 24 I want my variable to be the
standard deviation of the GDPs of all countries from
months 1-24. In month 25 I want the stdev of GDP for
all countries from months 2-25, etc.
I have played with mvsumm but it seems to calculate a
stdev for each country over the trailing 24 months,
while the variable I am after will have a unique value
per date, not per date/country combination.
Any ideas would be greatly appreciated.
Thank you!
Zachary Harrison
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