Search found 2 matches

by Argh!Views
Tue Mar 25, 2014 10:16 am
Forum: Programming
Topic: Max of Series up to and including n lags
Replies: 2
Views: 2474

Re: Max of Series up to and including n lags

Thanks very much, that works.
by Argh!Views
Tue Mar 25, 2014 9:35 am
Forum: Programming
Topic: Max of Series up to and including n lags
Replies: 2
Views: 2474

Max of Series up to and including n lags

Hi I have daily share data in a pool workfile and am trying to find the maximum and minimum values of share prices over a variable number of days. For example, if I choose 5 days for my maximum and am looking at share AAA, then I want to calculate a series AAA_maxpr_5 = maximum (AAA_price, AAA_price...

Go to advanced search