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st: Mean of Std dev over moving window of 3 years‏


From   nouloe ansems <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Mean of Std dev over moving window of 3 years‏
Date   Thu, 25 Jul 2013 21:12:03 +0200

Dear statalist,

My dataset contains 7800 unique companies, with "gvkey" as the a unique identifier.
For each company i have a certain amount of years in my data. (not the same for each company).
Next to that I have the variable cashratio, and SIC code. 
With SIC code as a 4 number digit. 

Now i have to generate this variable  : The mean of the standard deviations of the cash flow ratio over 3 years for firms in
the same two-digit SIC-code industry.

Since SIC is a 4 digit number, same 2 digit industry means it has the same first 2 numbers. 

I've tried a lot of options, but failed each time. Could somebody pleas give me a hand?

Thanks in advance, 
Niels Ansems 		 	   		  

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