Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Calculate variances of subsamples


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Calculate variances of subsamples
Date   Tue, 1 Jun 2010 13:03:51 +0200

<>

Could be a case for -rolling-.


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lars Knuth
Sent: Dienstag, 1. Juni 2010 12:51
To: statalist
Subject: st: Calculate variances of subsamples

Dear Statalisters,

I have a panel dataset including variables with time series of weekly
returns.

I want to calculate the variance at the end of each month for the last
three years of weekly returns for each variable.
Could anyone give some hints?

Thanks in advance!
Lars Knuth
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index