Calculating Variance Using a Calendar Window

Use this forum to post questions about syntax problems or general programming issues. Questions on implementing a particular aspect of econometrics should go in "Econometrics Issues" below.
Post Reply
alexecon
Posts: 72
Joined: Fri Oct 30, 2015 12:16 pm

Calculating Variance Using a Calendar Window

Unread post by alexecon »

I am making my transition from Stata to RATS. I have a daily-frequency dataset and need to obtain the standard deviation for a series in every calendar month. In Stata this would do what I want:
by year month, sort : egen float myseries = sd(myseries)
How do I do that in RATS?
Top
Post Reply

Return to “Help With Programming”