Dear SAS Users,
Can anyone help me to estimate stock return (ret) volatility for 60 months with a minimum of 12 months? Basically, I have a monthly return data and need to estimate a rolling window (60 months) standard deviation, with a minimum requirement of 12 months.
Best regards,
Do you have SAS/ETS? If so, PROC EXPAND is the way to go.
Provide sample data if you want a code answer.
Perhaps look here for a start
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