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Re: st: RE: Standard deviation of variable between dates


From   Joseph Monte <[email protected]>
To   [email protected]
Subject   Re: st: RE: Standard deviation of variable between dates
Date   Tue, 14 Sep 2010 16:44:37 -0400

Martin,

I was not aware of -rolling-. I was trying to use -egen- with std dev
in a loop, but to no avail. Will let you know how I fare.

Thanks,

Joe


On Tue, Sep 14, 2010 at 2:12 PM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> 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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