Hello everyone,
I have the following question regarding descriptive statistics and producing aggregate results. My data source is an excel workbook containing two data tables. The tables are numerical tables denoting the performance of investment funds. In detail, the data is as follows:
I would like to produce aggregate descriptive statistics for all funds grouped in the aforementioned table (average ROI, Stdev, Skew ...). The data in Table 2 (AUM) can be used to assign weights to the ROI data from Table 1. I managed to import the ROI data from the Exel spreadsheet but have no idea how to:
Can anyone give me some pointers please? Thanx
I have the following question regarding descriptive statistics and producing aggregate results. My data source is an excel workbook containing two data tables. The tables are numerical tables denoting the performance of investment funds. In detail, the data is as follows:
- Return-on-investment (ROI) for different funds in different months (Table 1)
- Assets-under-Management (AUM) for different funds in different months (Table 2)
- The tables are congruent (i.e. all funds contained in Table 1 are contained in Table 2)
- Consequently, the data are time series where the variables are different funds and the category is time
- The time series are continuous but do not start or end at the same time
I would like to produce aggregate descriptive statistics for all funds grouped in the aforementioned table (average ROI, Stdev, Skew ...). The data in Table 2 (AUM) can be used to assign weights to the ROI data from Table 1. I managed to import the ROI data from the Exel spreadsheet but have no idea how to:
- aggregate the data as is
- aggregate the data using the weights from Table 2
Can anyone give me some pointers please? Thanx