Hey all,
I have the following problem. I would like to calculate rolling standard deviation of the past returns of the 36 months in a panel data.I tried using he following code:
rangestat (sd) ret, interval (datem -36 -2) by (permno)
However, when looking at the output that Stata has generated, I can see that the standard deviation is calculated even if the number of observations equals two.
I would like to ask for your recommendation how to indicate that I would like Stata to generate the standard deviation when the number of observations equals one.
Thank you in advance!
Nick Cox
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