Thanks PGStats, It only took 48 secs to produce the nice output from more than 2 millions rows. Cheers, Chris ... View more

Hi @s_lassen ,   The codes is working perfectly for monthly data. However, when I applied them for daily data and the mean is estimated from lag data t-20 to t-6, it took days to run the codes. If there any way that we can reduce the running time?   Thanks, Chris ... View more