Dear Statalisters,
My data has a variable that is created using
gen yrmth=ym(year,mth)
then I run a rolling standard deviation
tsset firmid yrmth
quietly rolling sd_ret = r(sd), clear window(60) step(1) : summarize ret
so my output looks like
firmid start end std_ret
10001 311 370 .0513984
10001 312 371 .0509815
my question is how do I convert start end date back to year and month.
thanks,
Rochelle
My data has a variable that is created using
gen yrmth=ym(year,mth)
then I run a rolling standard deviation
tsset firmid yrmth
quietly rolling sd_ret = r(sd), clear window(60) step(1) : summarize ret
so my output looks like
firmid start end std_ret
10001 311 370 .0513984
10001 312 371 .0509815
my question is how do I convert start end date back to year and month.
thanks,
Rochelle
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