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st: std dev for a certain range for all obs


From   "mai mai" <[email protected]>
To   [email protected]
Subject   st: std dev for a certain range for all obs
Date   Wed, 6 Dec 2006 14:24:42 -0500

Regards,
I need to create a variable that is the standard deviation of another
variable from a certain range of data. However, I need this standard
deviation to be created for all the observations. That is, I have the
following data, I want to calculate std_dev as the standard deviation
of the abnormal_return if dif<-4, but I want that standard dev to be
pasted for all rnages of difs...like this (where the 1.58 is the
standard deviation for abnormal_return data for the first 5
observations):

obs#   dif    abnormal_return   std_dev
1         -9    2.3                       1.58
2         -8    2.2                       1.58
3         -7    3.3                       1.58
4         -6    5.3                       1.58
5         -5    1.1                       1.58
6         -4    2.3                       1.58
7         -3    2.3                       1.58
8         -3    2.3                       1.58
9         -1    2.3                       1.58

Thanks!
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