Message-ID: <1318425168965-3897922.post@n4.nabble.com>
Date: 2011-10-12T13:12:48Z
From: ecoc
Subject: how to calculate the statistics of a yearly window with a rolling step as 1 day?
In-Reply-To: <CAP01uR=896rOUaQsEv_D=mjL2fTrpfdLZvrHpQdC0kps=-E+mw@mail.gmail.com>
This doesn't work becaues the rollappy is non-overlapping. My rolling step is
1-day and rolling window is 1-year, so there is 364 days overlapping.
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