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The new version is not yet uploaded to the SSC, therefore, you need to install it from my site.
The new version of asdoc can be installed from my site. Copy and paste the following line in Stata and press enter.
net install asrol, from(http://fintechprofessor.com) replace
Please note that the above line has to be copied in full. After installation of the new version, then restart Stata.
For rolling percentiles with for several variables, there is no need to use loop, you can specify many variables with asrol.
asrol iv v , stat(median) perc(.1) window(month_id -12 -1) asrol iv v , stat(median) perc(.99) window(month_id -12 -1)