My data looks as follows:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int unitid str18 firmid int time float Investment 1 "0876711D LN Equity" 2003 . 1 "0876711D LN Equity" 2004 . 1 "0876711D LN Equity" 2005 . 1 "0876711D LN Equity" 2006 . 1 "0876711D LN Equity" 2007 . 1 "0876711D LN Equity" 2008 . 1 "0876711D LN Equity" 2009 .04298013 1 "0876711D LN Equity" 2010 -.016369443 1 "0876711D LN Equity" 2011 -.012404328 1 "0876711D LN Equity" 2012 -.05723596 1 "0876711D LN Equity" 2013 . 1 "0876711D LN Equity" 2014 . 1 "0876711D LN Equity" 2015 . 1 "0876711D LN Equity" 2016 . 1 "0876711D LN Equity" 2017 . 1 "0876711D LN Equity" 2018 . 2 "1218069D LN Equity" 2003 . 2 "1218069D LN Equity" 2004 .4360955 2 "1218069D LN Equity" 2005 .26635048 2 "1218069D LN Equity" 2006 .23388498 2 "1218069D LN Equity" 2007 .21420796 2 "1218069D LN Equity" 2008 .2275067 2 "1218069D LN Equity" 2009 .16295853 2 "1218069D LN Equity" 2010 .11736838 2 "1218069D LN Equity" 2011 .0952867 2 "1218069D LN Equity" 2012 . 2 "1218069D LN Equity" 2013 . 2 "1218069D LN Equity" 2014 . 2 "1218069D LN Equity" 2015 . 2 "1218069D LN Equity" 2016 . 2 "1218069D LN Equity" 2017 . 2 "1218069D LN Equity" 2018 . 3 "1334987D LN Equity" 2003 . 3 "1334987D LN Equity" 2004 .005009345 3 "1334987D LN Equity" 2005 .016525032 3 "1334987D LN Equity" 2006 .009007737 3 "1334987D LN Equity" 2007 .0027638024 3 "1334987D LN Equity" 2008 .025354864 3 "1334987D LN Equity" 2009 .007856831 3 "1334987D LN Equity" 2010 .01920615 3 "1334987D LN Equity" 2011 . 3 "1334987D LN Equity" 2012 . 3 "1334987D LN Equity" 2013 . 3 "1334987D LN Equity" 2014 . 3 "1334987D LN Equity" 2015 . 3 "1334987D LN Equity" 2016 . 3 "1334987D LN Equity" 2017 . 3 "1334987D LN Equity" 2018 . 4 "1561649D LN Equity" 2003 . 4 "1561649D LN Equity" 2004 .2383473 4 "1561649D LN Equity" 2005 .23322147 4 "1561649D LN Equity" 2006 .2747023 4 "1561649D LN Equity" 2007 . 4 "1561649D LN Equity" 2008 . 4 "1561649D LN Equity" 2009 .16537003 4 "1561649D LN Equity" 2010 .4768854 4 "1561649D LN Equity" 2011 .14333837 4 "1561649D LN Equity" 2012 .13682278 4 "1561649D LN Equity" 2013 .11177154 4 "1561649D LN Equity" 2014 .2387057 4 "1561649D LN Equity" 2015 . 4 "1561649D LN Equity" 2016 . 4 "1561649D LN Equity" 2017 . 4 "1561649D LN Equity" 2018 . 5 "1638414D LN Equity" 2003 . 5 "1638414D LN Equity" 2004 .12095035 5 "1638414D LN Equity" 2005 .1120581 5 "1638414D LN Equity" 2006 .10006714 5 "1638414D LN Equity" 2007 .11736046 5 "1638414D LN Equity" 2008 -.1074682 5 "1638414D LN Equity" 2009 .10434808 5 "1638414D LN Equity" 2010 .0954181 5 "1638414D LN Equity" 2011 .14149284 5 "1638414D LN Equity" 2012 .28253892 5 "1638414D LN Equity" 2013 .15810315 5 "1638414D LN Equity" 2014 .03957232 5 "1638414D LN Equity" 2015 . 5 "1638414D LN Equity" 2016 . 5 "1638414D LN Equity" 2017 . 5 "1638414D LN Equity" 2018 . 6 "1655637D LN Equity" 2003 . 6 "1655637D LN Equity" 2004 .002285661 6 "1655637D LN Equity" 2005 .0007066662 6 "1655637D LN Equity" 2006 .0010206974 6 "1655637D LN Equity" 2007 .001707869 6 "1655637D LN Equity" 2008 .010133424 6 "1655637D LN Equity" 2009 .05300895 6 "1655637D LN Equity" 2010 .003342496 6 "1655637D LN Equity" 2011 .0040739654 6 "1655637D LN Equity" 2012 .0010755167 6 "1655637D LN Equity" 2013 .002353301 6 "1655637D LN Equity" 2014 .0014642834 6 "1655637D LN Equity" 2015 .003463925 6 "1655637D LN Equity" 2016 -.1074682 6 "1655637D LN Equity" 2017 . 6 "1655637D LN Equity" 2018 . 8 "3572335Q LN Equity" 2003 . 8 "3572335Q LN Equity" 2004 .09133787 8 "3572335Q LN Equity" 2005 .1582893 8 "3572335Q LN Equity" 2006 .18906696 end
0 Response to estimating lagged standard deviation of past three years
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