Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: Calculate variances of subsamples
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: Calculate variances of subsamples
Date
Tue, 1 Jun 2010 13:03:51 +0200
<>
Could be a case for -rolling-.
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Lars Knuth
Sent: Dienstag, 1. Juni 2010 12:51
To: statalist
Subject: st: Calculate variances of subsamples
Dear Statalisters,
I have a panel dataset including variables with time series of weekly
returns.
I want to calculate the variance at the end of each month for the last
three years of weekly returns for each variable.
Could anyone give some hints?
Thanks in advance!
Lars Knuth
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/