st: Moving Averages

[Jonathan.M.McGaharan@dartmouth.edu (Jonathan M. McGaharan)]

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!

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