Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| 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 njcoxstata@gmail.com On 3 July 2013 18:25, Steve Nakoneshny <scnakone@ucalgary.ca> 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. * * 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/