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Re: st: Creating Standard Deviation variable for daily panel data (stock returns)
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Creating Standard Deviation variable for daily panel data (stock returns)
Date
Wed, 3 Jul 2013 18:28:30 +0100
Indeed. A month variable must exist first.
Nick
[email protected]
On 3 July 2013 18:25, Steve Nakoneshny <[email protected]> wrote:
> You could create a month var via -g month=month(date)- and then substitute month into your -egen- statement.
On 2013-07-03, at 11:13 AM, C. Evans wrote:
>> I would like standard deviation values of returns calculated for each id
>> each month. So I would have a value of 0.2 everyday in one month for id=1
>> and then the 2nd month a different standard deviation. I should see a
>> different SD each month and for each different Id - probably.
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