I am trying to construct a moving average variable in a panel data set. Can anyone give me some advice? I want a variable that is the average of the previous X prices. So far the only solutions I have come up with take way too much time to compute for even the previous 5 obs, much less the 200 I want. The other problem is I need to restrict the averages so they dont cross over into another panel
thanks so much!
jon * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
