This doesn't work becaues the rollappy is non-overlapping. My rolling step is
1-day and rolling window is 1-year, so there is 364 days overlapping.
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On Wed, Oct 12, 2011 at 9:12 AM, ecoc liting...@gmail.com wrote:
This doesn't work becaues the rollappy is non-overlapping. My rolling step is
1-day and rolling window is 1-year, so there is 364 days overlapping.
Its not the case that rollapply is non-overlapping. rollapply by
default calls
Hope someone can help me here.
I have a daily time series, say
2003-02-01 2003-02-03 2003-02-07 2003-02-09 2003-02-14 .. 2004-02-01
2004-02-04
0.4914798 -1.1857653 -1.6982844 -0.3559572 -0.2333087 ...
0.44553-0.45222
I need to calculate the statistics for the
On Mon, Oct 10, 2011 at 2:55 PM, ecoc liting...@gmail.com wrote:
Hope someone can help me here.
I have a daily time series, say
2003-02-01 2003-02-03 2003-02-07 2003-02-09 2003-02-14 .. 2004-02-01
2004-02-04
0.4914798 -1.1857653 -1.6982844 -0.3559572 -0.2333087 ...
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