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I have updated asrol and now multiple statistics / variables can be used in one command. 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.
Here are few examples:
*Example1: Find mean in a rolling window of -10 and -1 years for two variables: invest and mvalue webuse grunfeld, clear asrol invest mvalue , stat(mean) wind(year -10 -1) *Example2: Find median and mean for a single variable: invest asrol invest, stat(median mean) window(year -11 -1)
- This reply was modified 1 year, 9 months ago by Attaullah Shah.