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Re: st: Calculate "running" standard deviation
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Calculate "running" standard deviation
Date
Fri, 21 Jan 2011 07:33:06 -0500
<>
On Jan 21, 2011, at 2:33 AM, Chris wrote:
> I am attempting to calculate a "running" standard deviation on some time series data. The idea is each row has a standard deviation that is based solely on past observations.
findit mvsumm
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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