Adrian,
-tssmooth ma- gives missing obersvations a zero weight in calculating the moving
average. This would seem to give you what you want.
Example:
. tsset var1
time variable: var1, 1990 to 2003
. tssmooth ma ma2= var2, w(4 1)
The smoother applied was
(1/5)*[x(t-4) + x(t-3) + x(t-2) + x(t-1) + 1*x(t)]; x(t)= var2
. l
+--------------------+
| var1 var2 ma2 |
|--------------------|
1. | 1990 . . |
2. | 1991 . . |
3. | 1992 3 3 |
4. | 1993 4 3.5 |
5. | 1994 5 4 |
|--------------------|
6. | 1995 5 4.25 |
7. | 1996 4 4.2 |
8. | 1997 6 4.8 |
9. | 1998 5 5 |
10. | 1999 3 4.6 |
|--------------------|
11. | 2000 4 4.4 |
12. | 2001 5 4.6 |
13. | 2002 6 4.6 |
14. | 2003 . 4.5 |
+--------------------+
Hope this helps,
Scott
----- Original Message -----
From: "de la Garza, Adrian" <[email protected]>
To: <[email protected]>
Sent: Friday, March 05, 2004 4:23 PM
Subject: st: mvsumm
> Dear Stata users,
>
> I am using Chris Baum's and Nick Fox's -mvsumm- and I'd like to know if
> there is a way to account for averages (or any other desc stats) when
> there are missing observations (e.g., the way -collapse- accounts for
> them). What I mean is the following:
>
> 1990 .
> 1991 .
> 1992 3
> 1993 4
> 1994 5
> 1995 5
> 1996 4
> 1997 6
> 1998 5
> 1999 3
> 2000 4
> 2001 5
> 2002 6
> 2003 .
>
> If I use -mvsumm- to generate 5-year moving averages, I'd like it to
> even give me a number in year 1994 (when there are already 5
> observations to compute the average, even though 2 are missing--so the
> generated number would be the average of 3, 4, and 5) and also in 2003
> (which would be the average of 3, 4, 5, and 6). Is this possible?
>
> Thank you.
> Adrian
>
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