The panel data I am using has 4 variables: mdate, rateofreturn, name, and id. I have already calculated rolling (24-60 months, as available) mean and standard deviation using the 'tsegen' package.
Codes:.
tsegen rmean = rowmean(L(0/59).rateofreturn,24)
tsegen rstd = rowsd(L(0/59).rateofreturn,24)
Now, with the same rolling condition, how can I find standard deviation of those observations that fall below the mean?
Many thanks for considering my request.
Codes:.
tsegen rmean = rowmean(L(0/59).rateofreturn,24)
tsegen rstd = rowsd(L(0/59).rateofreturn,24)
Now, with the same rolling condition, how can I find standard deviation of those observations that fall below the mean?
Many thanks for considering my request.
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