I believe there are two reasons why your code doesn't work 1. You should replace
sd(Close[i]:Close[(i-3)]) with sd(Close[(i-3):i]). This will ensure you select the appropriate obsevations to feed in the sd function. 2. Per Ray's point above, you need to output the calculated value of sd for each value of the loop The code I supplied previously should work for you. -- View this message in context: http://r.789695.n4.nabble.com/How-to-do-a-moving-window-on-standard-deviation-tp3247566p3247754.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
