On Fri, 7 Nov 2008, Rebecca Zhang wrote:
Here is what I mean:
I have time series (daily) data for about 50 portfolios. I want to calculate the mean
over time for each of the portfolios. And store them in below way:
portfolio 1 mean 1
portfolio 2 mean 2
portfolio 3 mean 3
...
I am able to get statics summary for all the portfolios. (That
includes mean and std) How to store these statics for each
portfolio in a way convenient to further processing?
I think that Jack and I have told you that: how to turn a list of
statistics into a data series. Take either of our procedures and
try it.
Allin Cottrell