topic Re: Standard Deviation over last 8 periods in Statistical Procedures

Standard Deviation over last 8 periods

raqthesolid — Mon, 05 Jun 2017 21:51:36 GMT

Hi,

I have a monthly price variable and want to calculate its standard deviation over last 8 month. I will be thankful if anyone can help.

Additional Information:

I have lot of firms and i want to calcualte these standard deviation in each firm.

every firm has many years of Monthly data and resulting varibale will be for each month on the basis of lag 8 month (last 8 month)
Thanks

Re: Standard Deviation over last 8 periods

Reeza — Mon, 05 Jun 2017 22:04:11 GMT

Concept is here:

http://support.sas.com/kb/22/104.html

Change the idea from average to standard deviation is changing the function used (mean to std), otherwise everything else is the same. Note one of hte later examples shows how to do this with BY groups, ie by Firm.

Re: Standard Deviation over last 8 periods

art297 — Mon, 05 Jun 2017 22:04:57 GMT

It would help if you can provide examples of the data you have, and the dataset you want, for at least one firm.

Art, CEO, AnalystFinder.com

Re: Standard Deviation over last 8 periods

raqthesolid — Mon, 05 Jun 2017 23:00:49 GMT

Thank you very much. Proc Expand is really amazing procedure.
Good day

Re: Standard Deviation over last 8 periods

raqthesolid — Mon, 05 Jun 2017 23:02:02 GMT

Thank you very much for your cooperation. Someone else suggested helpful article which solved my issue perfectly.
Good day