Rolling window and by-group statistics in Stata using asrol

asrol is a Stata program for rolling window and group statistics. It can be installed from ssc by:

ssc install asrol

After installation, you can read the help file by typing:

help asrol

asrol can be used for the following purposes. To know further details, click on the following links:

Find the mean, standard deviation, and other statistics in a rolling window

▬ Find statistics excluding focal observation

Find the cumulative product of stock returns / monthly cumulative stock returns

Find geometric mean of stock returns in Stata

▬ Count number of firms that have paid dividends in a rolling window of 5 years

▬ Find the coefficient of variation in a rolling window of 5 years

▬ Find industry returns in each year / month

▬ Find portfolio returns in each year / month

▬ Find cumulative average / abnormal returns in event studies

▬ Find descriptive statistics in a recursive window