Hi,
I have the following variables in columns B through E. I want to create variables in columns F and G.
Basically, I want to look at the standard deviation of past prices and returns for each id without including the current price and return.
Is there a way to do this? Thanks!!!
A
B
C
D
E
F
G
2
id
date
price
return
sd(price)
sd(return)
3
1a
2014
101
5
1.25
1.57
1.25= standard deviation of (D4: D8)
1.57= standard deviation of (E4: E8)
4
1a
2013
102
4
1.22
1.75
1.22= standard deviation of (D5: D8)
1.75= standard deviation of (E5: E8)
5
1a
2012
99.5
5.5
1.26
2.08
1.26= standard deviation of (D6: D8)
2.08= standard deviation of (E6: E8)
6
1a
2011
101
3
1.77
2.12
1.77= standard deviation of (D7: D8)
2.12= standard deviation of (E7: E8)
7
1a
2010
102
7
-
-
missing since standard deviation cannot be calculated with one obs
8
1a
2009
99.5
4
-
-
missing since standard deviation cannot be calculated with zero obs
9
1b
2014
101
5.5
1.25
1.52
1.25= standard deviation of (D10: D14)
1.57= standard deviation of (E4: E14)
10
1b
2013
102
3
1.22
1.41
1.22= standard deviation of (D11: D14)
1.75= standard deviation of (E11: E14)
11
1b
2012
99.5
7
1.26
0.58
1.26= standard deviation of (D12: D14)
2.08= standard deviation of (E12: E14)
12
1b
2011
101
4
1.77
0.71
1.77= standard deviation of (D13:D14)
2.12= standard deviation of (E13: E14)
13
1b
2010
102
5
-
-
missing since standard deviation cannot be calculated with one obs
14
1b
2009
99.5
4
-
-
missing since standard deviation cannot be calculated with zero obs
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