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st: Overlapping-roling five-day returns


From   "Rodriguez, Dan (FIRMMKTRSK)" <[email protected]>
To   <[email protected]>
Subject   st: Overlapping-roling five-day returns
Date   Thu, 30 Mar 2006 07:56:58 -0500

I am constructing a simulation of weekly returns from a four year
history of realized returns, which includes 209 individual weeks of
data. Is there a command in Stata that will allow me to quickly
construct overlapping rolling five-day sequential returns from this
data?
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