On Tuesday, May 13, 2003, at 02:33 AM, Ernest wrote:
I had the same kind of problem, and I tackled that with a simple
"generate"
and explicit subscripting.
Essential is it that the data are in long format, and that you sort on
the
timevariable first.
bysort (QUARTER): gen zkd_smooth4 = ( PLOTVAR[_n] + PLOTVAR[_n-1]
+ PLOTVAR[_n-2] + PLOTVAR[_n-3] )/4
This solution requires a good deal of the user, and will not work at
all on panel data. The filter function of egenmore (ssc install
egenmore) is a much safer solution:
filter(timeseriesvar) , lags(numlist) coef(numlist) [ { normalise
| normalize } ] calculates the linear filter which is the sum of
terms
coef_i * Li.timeseriesvar or coef_i * Fi.timeseriesvar
filter(y), l(0/3) c(0.4(0.1)0.1) calculates
0.4 * y + 0.3 * L1.y + 0.2 * L2.y + 0.1 * L3.y
Leads are specified as negative lags. normalise (or normalize,
according to taste) specifies that coefficients are to be divided by
their sum so that they add to 1 and thus specify a weighted mean.
Kit
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