Search found 2 matches

by Odilon
Thu Mar 31, 2016 8:16 am
Forum: Data Manipulation
Topic: Series Generation - Moving Median
Replies: 2
Views: 3157

Re: Series Generation - Moving Median

Thanks for your help Gareth. I did as you said and it worked!
by Odilon
Wed Mar 30, 2016 6:20 am
Forum: Data Manipulation
Topic: Series Generation - Moving Median
Replies: 2
Views: 3157

Series Generation - Moving Median

Hi, My panel database is composed by the daily number of stocks traded (volume) for 139 companies in the past 8 years (2243 days * 139 companies) For each company i need to compute the following indicator: Indicator = log(volume) - log (median(volume(-1 to -20)) . In other words, what i am missing i...

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