topic Re: Standard deviation of trailing values in SAS Programming https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199332#M266671 <HTML><HEAD></HEAD><BODY><P>Please send me that link for calculating a moving sum</P></BODY></HTML> Thu, 12 Mar 2015 03:53:58 GMT ivanpersie 2015-03-12T03:53:58Z Standard deviation of trailing values https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199327#M266666 <HTML><HEAD></HEAD><BODY><P>Hi there,</P><P></P><P>I am trying to compute the standard deviation of the trailing 12 months stock returns. What program code can i use? Thanks in advance for your help</P></BODY></HTML> Wed, 11 Mar 2015 16:49:20 GMT https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199327#M266666 ivanpersie 2015-03-11T16:49:20Z Re: Standard deviation of trailing values https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199328#M266667 <HTML><HEAD></HEAD><BODY><P>Do you have SAS/ETS software?</P></BODY></HTML> Wed, 11 Mar 2015 17:28:24 GMT https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199328#M266667 data_null__ 2015-03-11T17:28:24Z Re: Standard deviation of trailing values https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199329#M266668 <HTML><HEAD></HEAD><BODY><P>Yes i have SAS&nbsp; software</P></BODY></HTML> Wed, 11 Mar 2015 18:16:48 GMT https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199329#M266668 ivanpersie 2015-03-11T18:16:48Z Re: Standard deviation of trailing values https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199330#M266669 <HTML><HEAD></HEAD><BODY><P>SAS/ETS is a collection of tools for econometrics and time-series data processing and analysis. It includes PROC EXPAND, a procedure for transforming time series data in many ways, including your requirement for the standard deviation of a moving time window. - PG</P></BODY></HTML> Wed, 11 Mar 2015 19:06:39 GMT https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199330#M266669 PGStats 2015-03-11T19:06:39Z Re: Standard deviation of trailing values https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199331#M266670 <HTML><HEAD></HEAD><BODY><P>If you only have SAS, but not SAS/ETS, there are still ways to do this.</P><P></P><P>This forum has addressed how to calculate a moving sum (for the last 12 observations, for example).</P><P></P><P>You would also have to calculate the moving sum of the squared values, using similar techniques.</P><P></P><P>If you know SUM, SUM of the squared values, and N=12, you can calculate the standard deviation.</P><P></P><P>But it's easier of you have SAS/ETS.</P></BODY></HTML> Wed, 11 Mar 2015 19:27:33 GMT https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199331#M266670 Astounding 2015-03-11T19:27:33Z Re: Standard deviation of trailing values https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199332#M266671 <HTML><HEAD></HEAD><BODY><P>Please send me that link for calculating a moving sum</P></BODY></HTML> Thu, 12 Mar 2015 03:53:58 GMT https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199332#M266671 ivanpersie 2015-03-12T03:53:58Z Re: Standard deviation of trailing values https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199333#M266672 <HTML><HEAD></HEAD><BODY><P><A __default_attr="195683" __jive_macro_name="message" class="jive_macro jive_macro_message" href="https://communities.sas.com/" modifiedtitle="true" title="rolling standard deviation calculation"></A></P></BODY></HTML> Thu, 12 Mar 2015 07:22:22 GMT https://communities.sas.com/t5/SAS-Programming/Standard-deviation-of-trailing-values/m-p/199333#M266672 gergely_batho 2015-03-12T07:22:22Z