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Re: st: re: rolling moments
From
annoporci <[email protected]>
To
[email protected]
Subject
Re: st: re: rolling moments
Date
Sun, 23 Dec 2012 22:50:56 +0800
Thanks Kit,
At the time I read the abstract I didn't realize that summarize,detail
returned the kurtosis (plain summarize doesn't). Your suggestion forced me
to investigate deeper, thanks, again.
:-)
--
Patrick Toche.
Also note that Cox and Baum's -mvsumm- (SSC) will calculate any
statistic that may be returned from summarize, and a couple that it does
not. It is not tolerant of gaps, but that can be addressed with a
business calendar.
Kit
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