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

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