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two day rolling average returns

Posted: Wed Jul 13, 2011 5:15 am

by aisling

Hi

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

Thanks,
Aisling

Re: two day rolling average returns

Posted: Wed Jul 13, 2011 7:47 am

by startz

Code: Select all

series new = (return+return(-1))/2

assuming the data is daily.

Re: two day rolling average returns

Posted: Wed Jul 13, 2011 9:09 am

by aisling

Thank you very much for your help