Kit may want to do this, but I want
to say on his behalf that there are
accessible sources you can use
here to save his time.
Given the technical words "local macro",
you can read up sections in [U] and [P]
if they are accessible to you. There is
also a detailed tutorial in Stata Journal
2(2), 2002. If all else fails, this
material is explained in some detail
at http://fmwww.bc.edu/RePEc/usug2002/fortitude.pdf
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of de la Garza,
> Adrian
> Sent: 11 May 2004 21:41
> To: [email protected]
> Cc: [email protected]
> Subject: st: FW: running mean and s.d.
>
>
> Chris,
>
> Can you please explain your procedure? I see that you try to
> use the standard deviation formula but I don't know how your
> forvalues loop work, especially this part:
>
> `i'*meanmat[`i']^2)/(`i'-1) if _n==`i'
>
> what is that `i' multiplying meanmat[`i']^2?
>
> Thank you.
> Adrian
>
>
> -----Original Message-----
> From: Christopher F Baum [mailto:[email protected]]
> Sent: Monday, May 10, 2004 9:05 PM
> To: [email protected]
> Subject: st: running mean and s.d.
>
>
>
> Adrian asked how to calculate a running mean and s.d.
> within bygroups: e.g.
>
>
> borrower closedate maturity mean sdev cvar
>
> 18 Thermal Po~s 23-Dec-02 5 5.00 0.00 0.00
>
> 1st Silicon (~c 19-Jun-01 7 7.00 0.00 0.00
>
> AB Capital Ma~d 25-Jul-97 2 2.00 0.00 0.00
>
> AB Lietuvos D~a 25-Aug-00 3 3.00 0.00 0.00
>
> ABC Roma Bank~d 13-Mar-97 1 1.00 0.00 0.00
>
> ABN AMRO Bank~V 6-Apr-01 1 1.00 0.00 0.00
>
> ABN AMRO Bank~V 9-May-01 1 1.00 0.00 0.00
>
> ABN AMRO Bank~) 25-Oct-95 3 3.00 0.00 0.00
>
> AC Internatio~d 30-May-96 6 6.00 0.00 0.00
>
> AC Internatio~d 29-Nov-96 5 5.50 0.71 0.13
>
> AC Internatio~d 16-Jul-99 6 5.67 0.58 0.10
>
> ACINDAR Indus~A 16-Jul-93 2 2.00 0.00 0.00
>
> ACINDAR Indus~A 12-Nov-93 5 3.50 2.12 0.61
>
> ACINDAR Indus~A 14-Feb-97 7 4.67 2.52 0.54
>
> ADI Cayman Corp 21-Dec-95 5 5.00 0.00 0.00
>
> AECI Ltd 19-Jul-91 4 4.00 0.00
>
> 0.00
>
> AIG Finance (~d 12-Apr-01 3 3.00 0.00 0.00
>
> ANACAFE - Aso~e 31-Aug-93 5 5.00 0.00 0.00
>
> AO IrkutskEne~o 20-Apr-98 3 3.00 0.00 0.00
>
> AO Moscow Cit~k 19-Mar-98 3 3.00 0.00 0.00
>
> AO Siberian O~) 15-Aug-97 3 3.00 0.00 0.00
>
> APP Global Fi~ 17-Apr-97 5 5.00 0.00 0.00
>
> APP Global Fi~d 4-Oct-96 5 5.00 0.00 0.00
>
> APP Internati~V 18-Sep-95 5 5.00 0.00 0.00
>
> APP Internati~V 18-Sep-95 10 7.50 3.54 0.47
>
> APP Internati~V 28-Jun-96 3 6.00 3.61 0.60
>
> APP Internati~V 12-Dec-96 3 5.25 3.30 0.63
>
>
>
> bys borrname:g totmat=sum(mat)
>
> bys borrname: g iss=_n
>
> g meanmat = totmat/iss
>
> g matsq = mat^2
>
> bys borrname: g sqmat = sum(matsq)
>
> g sd = 0
>
>
> su iss,meanonly
>
> local maxiss = r(max)
>
> forv i=2/`maxiss' {
>
> bys borrname: replace sd = (sqmat[`i'] -
> `i'*meanmat[`i']^2)/(`i'-1) if _n==`i'
>
> }
>
> replace sd=sqrt(sd) if sd>0
>
> g cv = sd/meanmat
>
> l borrname issdate meanmat sd cv
>
>
> Kit
>
>
>
>
> *
> * 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/
>
*
* 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/
