Rolling window regression, mean, median, standard deviation in Stata
This video discusses, how to calculate the moving average, moving mean, moving standard deviation, and rolling beta in stata using rangestat command.
Following link contains the files used in the video:
https://payhip.com/b/szB9J
Following link contains more information on this topic:
https://thedatahall.com/rolling-beta-...
00:00 Intro to rangestat
1:24 Syntax of rangestat
2:40 Trading date Vs Calender date
6:32 Interval
7:58 Mean, median, s.d., obs
9:15 Multiple statistics in the same commands
10:10 Naming variables
13:04 Recursive Window
Best 10 Introductory Econometrics Books
https://thedatahall.com/best-10-intro...
Introductory Econometrics for Finance by Chris Brooks
https://amzn.to/3HwmOmM
An Introduction to Modern Econometrics Using Stata by Christopher F. Baum
https://amzn.to/42prKBT
Microeconometrics Using Stata by A. Colin Cameron and Pravin K. Trivedi
https://amzn.to/42ra88r
Data Management Using Stata: A Practical Handbook by Michael N. Mitchell
https://amzn.to/3HEULlc
Website: thedatahall.com
Disclaimer: Some links are affiliate links that help the channel at no cost to you.