Simple Question Regarding Moving Product
Posted: Wed May 20, 2015 1:18 pm
I've got a series of numbers. Example 0.02, 0.03, 0.04, 0.05...
I need to be able to have a formula that does this:
((1+ 0.02) * (1 + 0.03) * (1 + 0.04) * (1+0.05)) - 1
The point is to get a return over the period.
The data is in a time series.
I'm using EViews 8
I need to be able to easily adjust the "window" over which the items are multiplied (sometimes I need the rolling 12 months, sometimes 36)...
I'm thinking that an @something function would work for this, but I can't figure it out.
Can someone please help me?
K
I need to be able to have a formula that does this:
((1+ 0.02) * (1 + 0.03) * (1 + 0.04) * (1+0.05)) - 1
The point is to get a return over the period.
The data is in a time series.
I'm using EViews 8
I need to be able to easily adjust the "window" over which the items are multiplied (sometimes I need the rolling 12 months, sometimes 36)...
I'm thinking that an @something function would work for this, but I can't figure it out.
Can someone please help me?
K