Re: Re: st: rolling moments

[annoporci <annoporci@gmail.com>]

For the record, this is what I ended up doing:

 webuse ibm
 tsset t
 local variables ibm
 foreach var of varlist `variables' {
   drop if missing(`var')
   rolling `var'mu=r(mean) `var'sd=r(sd) `var'sk=r(skewness)  
`var'kt=r(kurtosis)  ///
           , window (60) stepsize(1) saving(tmpfile,replace) keep(t):  
summarize `var', detail
}

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