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Re: Re: st: rolling moments
From
annoporci <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: Re: st: rolling moments
Date
Mon, 24 Dec 2012 21:28:47 +0800
For the record, this is what I ended up doing:
webuse ibm
tsset t
local variables ibm
foreach var of varlist `variables' {
drop if missing(`var')
rolling `var'mu=r(mean) `var'sd=r(sd) `var'sk=r(skewness)
`var'kt=r(kurtosis) ///
, window (60) stepsize(1) saving(tmpfile,replace) keep(t):
summarize `var', detail
}
--
Patrick Toche.
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