I have the dataframe below of different volatilities over over different periods (3mth, 6mth, 9mth, 12mth) at different values (90%,100%,110%). I however want to create the mean between each period group. So for the 9mth values it would looke like:
9MTH_IMPVOL_90%MNY_DF = 19.53
9MTH_IMPVOL_95%MNY_DF = 19.53
9MTH_IMPVOL_100%MNY_DF = 18
9MTH_IMPVOL_105%MNY_DF = 16.725
9MTH_IMPVOL_110%MNY_DF = 15.45299
And so on for 12MTH values
Anyone have any idea how to do this?
datestamp entity short_name item value source
<date> <chr> <chr> <chr> <dbl> <chr>
1 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_90%MNY_DF 23.9 PSEC
2 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_100.0%MNY_DF 18.0 PSEC
3 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_110%MNY_DF 16.2 PSEC
4 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_90%MNY_DF 21.0 PSEC
5 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_100%MNY_DF 18 PSEC
6 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_110.0%MNY_DF 15.8 PSEC
7 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_90%MNY_DF 21.5 PSEC
8 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_100%MNY_DF 18.5 PSEC
9 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_110%MNY_DF 15.0 PSEC
10 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_90.0%MNY_DF 22.0 PSEC
11 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_100%MNY_DF 18.3 PSEC
12 2006-01-03 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_110%MNY_DF 16.7 PSEC
13 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_90%MNY_DF 23.9 PSEC
14 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_100.0%MNY_DF 18.0 PSEC
15 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_110%MNY_DF 16.2 PSEC
16 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_90%MNY_DF 21.0 PSEC
17 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_100%MNY_DF 18 PSEC
18 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_110.0%MNY_DF 15.8 PSEC
19 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_90%MNY_DF 21.5 PSEC
20 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_100%MNY_DF 18.5 PSEC
21 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_110%MNY_DF 15.0 PSEC
22 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_90.0%MNY_DF 22.0 PSEC
23 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_100%MNY_DF 18.3 PSEC
24 2006-01-04 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_110%MNY_DF 16.7 PSEC
25 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_90%MNY_DF 23.9 PSEC
26 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_100.0%MNY_DF 18.0 PSEC
27 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_110%MNY_DF 16.2 PSEC
28 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_90%MNY_DF 21.0 PSEC
29 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_100%MNY_DF 18 PSEC
30 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_110.0%MNY_DF 15.8 PSEC
31 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_90%MNY_DF 21.5 PSEC
32 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_100%MNY_DF 18.5 PSEC
33 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_110%MNY_DF 15.0 PSEC
34 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_90.0%MNY_DF 22.0 PSEC
35 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_100%MNY_DF 18.3 PSEC
36 2006-01-05 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_110%MNY_DF 16.7 PSEC
37 2006-01-06 JALSHTR Index FTSE/JSE Africa All Shares Index 3MTH_IMPVOL_90%MNY_DF 23.8 PSEC
38 2006-01-06 JALSHTR Index FTSE/JSE Africa All Shares Index 6MTH_IMPVOL_100.0%MNY_DF 18.1 PSEC
39 2006-01-06 JALSHTR Index FTSE/JSE Africa All Shares Index 9MTH_IMPVOL_110%MNY_DF 16.2 PSEC
40 2006-01-06 JALSHTR Index FTSE/JSE Africa All Shares Index 12MTH_IMPVOL_90%MNY_DF 21.0 PSEC