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st: Re: Looping questions


From   "R.E. De Hoyos" <[email protected]>
To   <[email protected]>
Subject   st: Re: Looping questions
Date   Tue, 9 Aug 2005 13:26:27 +0100

Kelly,

How can I write a fundction that calculates the change between successive observations of 10 elements of this variable? Ie. Assume the data is sorted by date, decending. The first observation is (Var1[_n] -Var1[_n+10])/Var[_n+10], the second observation is (Var1[_n+2]-Var1[_n+11])/Var1[_n+11], and so on...Is this an instance where I can use the -rolling- command? If so, how?
local i=10
while `i'<_N {        //"_N" is the number of observations
   replace myvar = (Var[_n]-Var[_n+`i'])/Var[_n+`i']) if _n=(`i'-9)
   local i=`i'+1
}

(2) Now suppose I want to do this same calculation across say, a hundred variables Var1-Var100. How can I loop across the variables in an efficiant manner?
if they have a common prefix e.g. var1, var2,...var100

foreach v of var* {
   local i=10
   while `i'<_N {        //"_N" is the number of observations
       replace myvar = (`v'[_n]-`v'[_n+`i'])/`v'[_n+`i']) if _n=(`i'-9)
       local i=`i'+1
   }
}

If they have different names then see:

http://www.stata.com/statalist/archive/2005-08/msg00081.html

(3) A more general type of loop: suppose I have 100 variables, and I want to display the mean and std. Deviation of each varible.
Once you have all your variable names in a local macro (vaslist) or if they have a common prefix you can simply:

foreach v in local varlist {
sum `v'
}

I hope this helps,

Rafa
________________________
R.E. De Hoyos
Faculty of Economics
University of Cambridge
CB3 9DE, UK
www.econ.cam.ac.uk/phd/red29/


----- Original Message ----- From: "kelly johnson" <[email protected]>
To: <[email protected]>
Sent: Tuesday, August 09, 2005 1:05 PM
Subject: st: Looping questions



Hi,

I can do all of this interactively, but need help writing loops.

(1) Suppose I have a variable, say Var1

How can I write a fundction that calculates the change between successive observations of 10 elements of this variable? Ie. Assume the data is sorted by date, decending. The first observation is (Var1[_n] -Var1[_n+10])/Var[_n+10], the second observation is (Var1[_n+2]-Var1[_n+11])/Var1[_n+11], and so on...Is this an instance where I can use the -rolling- command? If so, how?

(2) Now suppose I want to do this same calculation across say, a hundred variables Var1-Var100. How can I loop across the variables in an efficiant manner?

(3) A more general type of loop: suppose I have 100 variables, and I want to display the mean and std. Deviation of each varible.

Any help will be greatly appreciated. Please be specific regarding the coding!

Thanks,

kj

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