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Re: Re: st: rolling moments
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: Re: st: rolling moments
Date
Sun, 23 Dec 2012 13:08:19 +0000
<>
On Dec 23, 2012, at 2:33 AM, [email protected] (statalist-digest) wrote:
> I forgot to add, this is my best shot:
>
> rolling sd=r(sd) skewness=r(skewness) kurtosis=r(kurtosis), window (60)
> clear: summarize, detail
>
> The problem is that it generates a lot of gaps because of missing data.
Unless there are many days with no trades, you can probably get rid of the missing data by employing a business-daily
calendar. help bcal to set that up.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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