two day rolling average returns

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aisling
Posts: 6
Joined: Wed Jul 13, 2011 4:29 am

two day rolling average returns

Postby aisling » Wed Jul 13, 2011 5:15 am

Hi

I would like to compute two day rolling average returns how would I go about doing this in Eviews 6?

Thanks,
Aisling
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: two day rolling average returns

Postby startz » Wed Jul 13, 2011 7:47 am

Code: Select all

series new = (return+return(-1))/2
assuming the data is daily.
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aisling
Posts: 6
Joined: Wed Jul 13, 2011 4:29 am

Re: two day rolling average returns

Postby aisling » Wed Jul 13, 2011 9:09 am

Thank you very much for your help
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