Search found 2 matches
- 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!
- 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...
