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Re: Re: st: rolling moments

From   Christopher Baum <>
To   "" <>
Subject   Re: Re: st: rolling moments
Date   Sun, 23 Dec 2012 13:08:19 +0000

On Dec 23, 2012, at 2:33 AM, (statalist-digest) wrote:

> I forgot to add, this is my best shot:
>  rolling sd=r(sd) skewness=r(skewness) kurtosis=r(kurtosis), window (60)  
> clear: summarize, detail
> The problem is that it generates a lot of gaps because of missing data.

Unless there are many days with no trades, you can probably get rid of the missing data by employing a business-daily
calendar. help bcal to set that up.


Kit Baum   |   Boston College Economics & DIW Berlin   |
                             An Introduction to Stata Programming  |
  An Introduction to Modern Econometrics Using Stata  |

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