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st: RE: Standard deviation of variable between dates
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: Standard deviation of variable between dates
Date
Tue, 14 Sep 2010 20:12:57 +0200
<>
Have you tried -rolling-?
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Joseph Monte
Sent: Dienstag, 14. September 2010 19:57
To: statalist
Subject: st: Standard deviation of variable between dates
Hi Statalisters,
Based on the table below, I need the standard deviation of vwretd
between revfdate1[_n+1] (i.e. not including revfdate1) and offerdate1
while revfdate1[_n+`i']<=offerdate1, where i goes from 1 to 300
(basically the max length between revfdate1 and offerdate1 is 300).
So, using obs 23 as an example, I want the std dev of -.00223069 and
.00704247. to be entered alongside obs 23 in a new variable. This new
variable should similarly contain all the resulting std deviations.
So, based on the table, there would be three std dev values ( obs 8,
14 & 23). I hope my explanation is clear.
| revfdate1 offerdate1 vwretd |
|------------------------------------|
1. | 02jan1996 . .00661722 |
2. | 03jan1996 . -.00014537 |
3. | 04jan1996 . -.0076854 |
4. | 05jan1996 . -.00103026 |
5. | 08jan1996 . .00268481 |
|------------------------------------|
6. | 09jan1996 . -.0158739 |
7. | 10jan1996 . -.01555297 |
8. | 11jan1996 20mar1996 .00843481 |
9. | 12jan1996 . -.00099131 |
10. | 15jan1996 . -.0052766 |
|------------------------------------|
11. | 16jan1996 . .01000137 |
12. | 17jan1996 . -.00052036 |
13. | 18jan1996 . .00378893 |
14. | 19jan1996 07feb1996 .0056981 |
15. | 22jan1996 . .00429229 |
|------------------------------------|
16. | 23jan1996 . -8.435e-06 |
17. | 24jan1996 . .01023512 |
18. | 25jan1996 . -.00367997 |
19. | 26jan1996 . .00624507 |
20. | 29jan1996 . .00404597 |
|------------------------------------|
21. | 30jan1996 . .00915902 |
22. | 31jan1996 . .00800156 |
23. | 01feb1996 05feb1996 .00463789 |
24. | 02feb1996 . -.00223069 |
25. | 05feb1996 . .00704247 |
|------------------------------------|
26. | 06feb1996 . .00684131 |
27. | 07feb1996 . .00349892 |
28. | 08feb1996 . .00772813 |
Thanks,
Joe
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