I have a very large dataset with four variables: "ID", "Date", "Var1", "Var2"
The dataset is organized in the way that ...
...row 1 contains for ID 1 and the first date both variables var1 and var2 for that date, and...
... row 2 contains for ID 1 and the first date both variables var1 and var2 for that date, and...
...
...row n+1 contains for ID 2 and the first date both variables var1 and var2 for that date, and...
etc.
I need to compute two things.
1) I need to compute a moving average for each ID for each date over the last 30 days of var1.
2) I need the variance for each ID for each date for the time [-60; -30] days prior to the focal date for var2.
Please apply only for this job if you can do this easily. I need it ASAP (next 8 hrs). Sample data is below. "ID" is "cusip", var1 is "vol/shrout" and var2 is "prc"
date permno vol cusip shrout prc
2000-01-03 10001 1721 36720410 2450 8.5625
2000-01-04 10001 1080 36720410 2450 8.4375
2000-01-05 10001 1711 36720410 2450 8.5625
2000-01-06 10001 580 36720410 2450 8.5000
2000-01-07 10001 1406 36720410 2450 8.4375
2000-01-10 10001 3390 36720410 2450 8.4375
Hello.
How are you?
I am highly interested to work on the "R coding / advanced data / fix".
I am a full stack R Programming developer.
I have more than 7 years experience in "R Programming Language".
I will make sure the best quality service.
Let us work together.
Best regards, Yang L.
Hi,
How are you doing today?
I have read your project description, and I am interested in this project.
To tell you more about myself: I have been working on Machine Learning and Deep Learning Algorithms using R and Python for more than an year. I am comfortable not only with Machine learning related algorithms but also with various statistical concepts. Before that time span, I have worked on web development. It will be my endeavour to create value in your project.
If you like my proposal, please connect with me so that we can have discussion about various project details before you take a call.
Looking forward.
Warm regards,
Rohith