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st: RE: Re: mvsumm


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Re: mvsumm
Date   Sun, 7 Mar 2004 16:55:16 -0000

As for -mvsumm-, I would take the matter up 
with the authors Chris Baum and Nick Fox. 

But looking at the code and the help makes
me think that the answer is No, so Scott's 
solution is the one to follow; unless you 
copy -mvsumm- and make it behave the way 
you want. 

Nick 
[email protected] 

Scott Merryman
 
> -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 |
>      +--------------------+
> 
de la Garza, Adrian

> > 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?

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