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st: RE: generating one measure standard deviation for two time series variables


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: generating one measure standard deviation for two time series variables
Date   Sun, 16 Jul 2006 16:14:51 +0100

I can't see how you can calculate a standard deviation 
of anything from maximum and minimum alone, at least 
without extra assumptions. Given this, 
what data structure you have or do not have is immaterial. 

Please clarify with an example or further detail is 
this is a misunderstanding. 

Nick 
n.j.cox@durham.ac.uk 

Seth Binder
 
> I have daily time series data on minimum and maximum values 
> for a given
> variable, such that my dataset has three variables: date, 
> maxvar, minvar.
> 
> I'm trying to calculate the overall standard deviation of my 
> observations
> for var. So far, I have tried to -reshape- my data from this 
> wide form to a
> long form such that the set of variables appears to be: date, 
> min/max, var.
> The idea is to then simply use -egen- sd(var), but I haven't 
> been able to
> reshape my data. 
> 
> Does anyone have any advice on how to properly -reshape- for 
> my purposes, or
> simply a quicker/better way to calculate the sd of var? 
> 
> Thanks,
> Seth
> 
> 
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