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Monthly Average

To: <s-news@lists.biostat.wustl.edu>
Subject: Monthly Average
From: "Chen,Sichong" <sichong.chen@postgrad.manchester.ac.uk>
Date: Mon, 24 Apr 2006 03:38:08 +0800
Thread-index: AcZnDXJ3Jc9jh2WHSzu5FJtegr0HAg==

Dear Users

I have a 30 year time series daily return dataset, which excludes weekends but includes public holidays (from datastream). How can I easily get monthly average return from this time series dataset?

Anyone has some good suggestions?

Many thanks,

Sichong

SPlus 7.0 & FinMetrics 2.0 User

Windows XP

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