Hi,
I have a data as follows and want to create a separate file/ column ,calculating standard deviation of var1 by permno winid and month, any suggestions on how to go about it?
permno | winid | date | month | var1 |
1 | 1 | 1-Jan-00 | Jan-00 | |
1 | 1 | ….31jan00 | Jan-00 | |
1 | 2 | 2-Feb-00 | Feb-00 | |
1 | 2 | ….28-feb00 | Feb-00 | |
2 | 3 | 1-Jan-00 | Jan-00 | |
2 | 3 | ….31jan00 | Jan-00 | |
2 | 4 | 2-Feb-00 | Feb-00 | |
2 | 4 | ….28-feb00 | Feb-00 | |