Rolling standard deviation

[Alberto_Alvarez]

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,

[PeterClemmensen]

Do you have SAS/ETS? If so, PROC EXPAND is the way to go.

Provide sample data if you want a code answer.

[ballardw]

Perhaps look here for a start

https://communities.sas.com/t5/Base-SAS-Programming/Standard-deviation-on-rolling-basis/m-p/446482/h...