Anyone has an idea on how to do the following...?
I have a dataset in panel format country-time, where time is given in
monthly frequency. I need to take standard deviations of six-month
periods within a same variable and then put the results in the following
quarter. This is what I have:
country year month quar xgrth
Argentina 1990 1 1 .104022
Argentina 1990 2 1 .1645495
Argentina 1990 3 1 .5374349
Argentina 1990 4 2 .3808163
Argentina 1990 5 2 .2779705
Argentina 1990 6 2 .1380076
Argentina 1990 7 3 .2144917
Argentina 1990 8 3 .2108712
Argentina 1990 9 3 .2187464
Argentina 1990 10 4 .3077441
Argentina 1990 11 4 .3684135
Argentina 1990 12 4 .6138677
Bangladesh 1990 1 1 .3315367
Bangladesh 1990 2 1 .3801939
Bangladesh 1990 3 1 .2396672
Bangladesh 1990 4 2 .0442909
Bangladesh 1990 5 2 .3605669
Bangladesh 1990 6 2 .3493509
Bangladesh 1990 7 3 .5702868
Bangladesh 1990 8 3 .2717893
Bangladesh 1990 9 3 .3432341
Bangladesh 1990 10 4 .2450083
Bangladesh 1990 11 4 .1813706
Bangladesh 1990 12 4 .1414036
And what I need is to take the standard deviation by country and for
every two consecutive quarters and store that number in the following
quarter. So, eventually, I will convert the dataset given in monthly
frequency (as shown) to quarterly frequency. I was thinking of taking,
by country and for every row, the standard dev of the previous six
observations, and then lag everything by three months and then collapse
everything into quarters. But I don't know how to take the std devs...
Something like this is what I could do, except that I know the -in- part
is not syntactically correct:
by country: egen stdev = sd(xgrth) in xgrth[_n-5]/xgrth
any ideas?
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