Hey there,

I have a problem with the rolling sd. I have monthly return data and need to construct a measure of firm risk taking which is the 60 month sd of returns. The data in the regression analysis I have to perform afterwards is on yearly basis. I already performed the asrol command and annualized my sd`s but I do not know how i can get one observation per year.
Can somebody help my with that?

Code:
asrol log_return, stat (sd) w(date_new 60) by(company_code) min (12)
gen return_volatility = sd60_log_return * sqrt(12)
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input int company_code byte day str2 month str4 year double total_return_ str6 date long date_new float log_return double sd60_log_return float return_volatility
1 1 "12" "1997" 1137.47 "199712"   1            .                   .         .
1 1 "01" "1998"  946.45 "199801"   2   -.18384363                   .         .
1 1 "02" "1998" 1001.95 "199802"   3    .05698524                   .         .
1 1 "03" "1998" 1032.89 "199803"   4     .0304126                   .         .
1 1 "04" "1998" 1069.15 "199804"   5    .03450324                   .         .
1 1 "05" "1998" 1100.34 "199805"   6   .028755283                   .         .
1 1 "06" "1998" 1098.62 "199806"   7  -.001564376                   .         .
1 1 "07" "1998"  978.98 "199807"   8   -.11529891                   .         .
1 1 "08" "1998"  872.48 "199808"   9   -.11517148                   .         .
1 1 "09" "1998"  800.06 "199809"  10     -.086653                   .         .
1 1 "10" "1998"  852.96 "199810"  11    .06402593                   .         .
1 1 "11" "1998"  944.06 "199811"  12    .10147707                   .         .
1 1 "12" "1998"  962.96 "199812"  13    .01982215  .08869550821844187  .3072503
1 1 "01" "1999"  841.67 "199901"  14   -.13462386  .09128418246518706  .3162177
1 1 "02" "1999"  911.19 "199902"  15    .07936342  .09188423283636118  .3182963
1 1 "03" "1999"  876.92 "199903"  16   -.03833567  .08873211142052852   .307377
1 1 "04" "1999"  867.24 "199904"  17  -.011100013  .08573757095599321 .29700366
1 1 "05" "1999" 1119.06 "199905"  18    .25492856  .10601747323259525  .3672553
1 1 "06" "1999" 1057.85 "199906"  19    -.0562505  .10367440370740647  .3591387
1 1 "07" "1999" 1045.85 "199907"  20  -.011408594  .10076762327719967  .3490693
1 1 "08" "1999" 1069.84 "199908"  21    .02267915  .09826700648611467  .3404069
1 1 "09" "1999" 1142.48 "199909"  22    .06569223  .09694691969353976   .335834
1 1 "10" "1999"  1138.7 "199910"  23 -.0033140774  .09461348804421177  .3277507
1 1 "11" "1999" 1134.18 "199911"  24  -.003977338  .09244198722213195  .3202284
1 1 "12" "1999" 1145.75 "199912"  25   .010149522  .09043437393307141 .31327385
1 1 "01" "2000" 1144.99 "200001"  26  -.000663541  .08853048982777312  .3066786
1 1 "02" "2000" 1141.95 "200002"  27  -.002658576  .08674370378276831   .300489
1 1 "03" "2000" 1051.46 "200003"  28   -.08255766  .08653570736248122  .2997685
1 1 "04" "2000" 1121.66 "200004"  29   .064630054  .08587203260564354 .29746944
1 1 "05" "2000" 1061.38 "200005"  30   -.05523978  .08493512056896448 .29422387
1 1 "06" "2000" 1043.03 "200006"  31   -.01744001  .08350311126978825 .28926325
1 1 "07" "2000" 1033.04 "200007"  32  -.009624028  .08210850801554212  .2844322
1 1 "08" "2000" 1098.33 "200008"  33    .06128493  .08157144013059694 .28257176
1 1 "09" "2000" 1143.61 "200009"  34    .04039908  .08061102947510487  .2792448
1 1 "10" "2000" 1133.56 "200010"  35 -.0088268025  .07939522546184485 .27503312
1 1 "11" "2000" 1176.06 "200011"  36   .036806747   .0784673297313333 .27181882
1 1 "12" "2000" 1239.16 "200012"  37    .05226386  .07780961927432588 .26954043
1 1 "01" "2001" 1498.81 "200101"  38    .19023773   .0827041337667306 .28649554
1 1 "02" "2001" 1387.49 "200102"  39    -.0771751  .08272601507698676 .28657132
1 1 "03" "2001" 1370.58 "200103"  40  -.012262352  .08167829283772227  .2829419
1 1 "04" "2001" 1276.17 "200104"  41    -.0713706   .0815184458628599 .28238818
1 1 "05" "2001"  1469.5 "200105"  42     .1410588  .08333571825349674 .28868338
1 1 "06" "2001"  1500.4 "200106"  43   .020809533  .08234382164046435 .28524736
1 1 "07" "2001" 1473.38 "200107"  44  -.018172659  .08144524888990136 .28213462
1 1 "08" "2001" 1394.73 "200108"  45   -.05485823  .08101412897025269 .28064117
1 1 "09" "2001" 1315.17 "200109"  46   -.05873491  .08064340831360914 .27935696
1 1 "10" "2001" 1223.71 "200110"  47  -.072078705  .08051159959443695 .27890036
1 1 "11" "2001" 1342.59 "200111"  48    .09271336  .08073336704423682  .2796686
1 1 "12" "2001" 1446.04 "200112"  49   .074228205  .08051916241110565 .27892655
1 1 "01" "2002" 1501.15 "200201"  50     .0374027  .07981035428860593 .27647117
1 1 "02" "2002" 1438.42 "200202"  51   -.04268619  .07928713237718649 .27465868
1 1 "03" "2002" 1536.04 "200203"  52   .065662384  .07895317404727743  .2735018
1 1 "04" "2002" 1471.44 "200204"  53   -.04296616  .07846833106988223 .27182227
1 1 "05" "2002" 1608.55 "200205"  54    .08909164  .07856493522073886 .27215692
1 1 "06" "2002" 1596.48 "200206"  55  -.007531947   .0778437785349909 .26965874
1 1 "07" "2002" 1634.33 "200207"  56    .02343173  .07715431454071486  .2672704
1 1 "08" "2002" 1566.72 "200208"  57   -.04224867  .07672775335431867 .26579273
1 1 "09" "2002" 1610.61 "200209"  58    .02762873   .0760949627792399 .26360068
1 1 "10" "2002" 1498.86 "200210"  59   -.07190817   .0761168850069434  .2636766
1 1 "11" "2002" 1650.57 "200211"  60    .09641586  .07639557281775182 .26464203
1 1 "12" "2002" 1662.41 "200212"  61   .007147674  .07574546302962015    .26239
1 1 "01" "2003"    1597 "200301"  62   -.04014149  .07179964752869218 .24872127
1 1 "02" "2003" 1618.89 "200302"  63    .01361386  .07152327903440758  .2477639
1 1 "03" "2003" 1624.39 "200303"  64  .0033916314  .07146478853781878  .2475613
1 1 "04" "2003" 1703.55 "200304"  65    .04758195  .07156827633247617  .2479198
1 1 "05" "2003" 1626.21 "200305"  66   -.04646216  .07185256161721333 .24890457
1 1 "06" "2003" 1636.22 "200306"  67   .006136549  .07184477064916724  .2488776
1 1 "07" "2003" 1687.01 "200307"  68    .03056903  .07009530928942445 .24281727
1 1 "08" "2003" 1819.61 "200308"  69    .07566446  .06867754208335168   .237906
1 1 "09" "2003" 1873.46 "200309"  70   .029164797  .06746754137129368  .2337144
1 1 "10" "2003" 1864.65 "200310"  71   -.00471362   .0671898406331197 .23275244
1 1 "11" "2003" 2072.15 "200311"  72    .10551335  .06728184807316209 .23307116
1 1 "12" "2003"  2155.8 "200312"  73    .03957517   .0673635622486373 .23335423
1 1 "01" "2004" 2245.87 "200401"  74    .04093109  .06457884584290957  .2237077
1 1 "02" "2004" 2060.19 "200402"  75   -.08629476  .06537578890430205 .22646837
1 1 "03" "2004" 2090.19 "200403"  76    .01445676  .06501928666262184  .2252334
1 1 "04" "2004" 2150.42 "200404"  77     .0284082  .06495589952241158 .22501384
1 1 "05" "2004" 2309.08 "200405"  78   .071186006 .057344477374797316  .1986471
1 1 "06" "2004" 2260.55 "200406"  79   -.02124103  .05681314529826532  .1968065
1 1 "07" "2004" 2349.56 "200407"  80    .03861993  .05682109390814752 .19683404
1 1 "08" "2004" 2226.44 "200408"  81   -.05382418 .057466095154591106  .1990684
1 1 "09" "2004" 2217.99 "200409"  82  -.003802517   .0570689467033151 .19769263
1 1 "10" "2004" 2133.14 "200410"  83   -.03900631  .05740630788430458  .1988613
1 1 "11" "2004" 2058.72 "200411"  84   -.03551064  .05768440890610884 .19982466
1 1 "12" "2004" 2162.91 "200412"  85    .04937011  .05790865358275833 .20060146
1 1 "01" "2005" 2215.34 "200501"  86   .023951354  .05791476888033259 .20062265
1 1 "02" "2005"  2260.5 "200502"  87    .02018014   .0578985266625583  .2005664
1 1 "03" "2005" 2282.35 "200503"  88   .009619586  .05657141571404323 .19596913
1 1 "04" "2005" 2299.92 "200504"  89   .007668726  .05616537606691546 .19456257
1 1 "05" "2005" 2077.28 "200505"  90     -.101815  .05741787416021667 .19890136
1 1 "06" "2005" 2091.71 "200506"  91   .006922568  .05729798599790912 .19848605
1 1 "07" "2005" 1983.05 "200507"  92   -.05334585  .05784783090677056 .20039077
1 1 "08" "2005" 2045.53 "200508"  93    .03102086  .05753185954835426  .1992962
1 1 "09" "2005" 1936.18 "200509"  94   -.05493997 .058002932350783964 .20092805
1 1 "10" "2005" 1981.81 "200510"  95    .02329361 .057985943908184547  .2008692
1 1 "11" "2005" 2045.47 "200511"  96   .031617023 .057948092384745846  .2007381
1 1 "12" "2005" 2177.59 "200512"  97   .062591165  .05809325409169328 .20124094
1 1 "01" "2006" 2128.97 "200601"  98  -.022580465 .053151338883437656 .18412164
1 1 "02" "2006" 2010.57 "200602"  99   -.05722003  .05268339573739153 .18250063
1 1 "03" "2006" 2036.52 "200603" 100   .012824205  .05263405890474853 .18232973
end