I don't understand the unexplained economic jargon here,
but the following may help:
. help tssmooth
. findit movsumm
. findit egenmore
Nick
[email protected]
Rodriguez, Dan
I am constructing a simulation of weekly returns from a four year
history of realized returns, which includes 209 individual weeks of
data. Is there a command in Stata that will allow me to quickly
construct overlapping rolling five-day sequential returns from this
data?
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
