问题描述
我想分析多家公司的每月股票回报（面板数据）。但是，我一直在努力计算公司最近X个月的标准偏差。
基本上，我想在现有data.frame中添加另一列，其中显示了根据公司移动X个月的窗口的标准差。请在下面的简化示例中找到我的数据以及我希望实现的目标。
#My data:
company = c("1","1","2","3","4","4")
return = c(0.01,0.015,-0.01,0.02,0.023,-0.04,-0.02,0.05,0.06,0.03,-0.09,0.2,0.3,-0.04)
stock = data.frame(company,return)
鉴于这种初始情况，我希望根据另一种方法在另一列中计算标准差。 3个观察结果。
#Column to be filled with the respective value
stock["std_3obs"] = NA
#However,I do not manage to fill this column accordingly. The following result for a given row is expected:
#row 1 = Not possible,as there are not enough prior observations available
#row 2 = Not possible,as there are not enough prior observations available
#row 3 = sd(c(0.01,-0.01) = 0.01322876
#row 7 = Not possible,as there are not enough prior observations available
#row 8 = sd(c(-0.040,-0.020,-0.010)) = 0.01527525
非常感谢！任何帮助深表感谢！请保持温柔，因为我对R还不熟悉。
* 侧面注释： 对此问题进行研究并采用其他解决方案总是会导致此错误：替换具有X行，数据具有Y *，其中X >>> Y
解决方法
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