st: cumulative sum with depreciation

[Andr� Paul <hcpats@hotmail.fr>]

Dear all,

I would like to build a stock variable with declining balance depreciation:

S_t=0.85*S_t-1 + R_t
(the initial value is always 0)

The data (an unbalanced panel) looks like:

Firm	year	R
2	1980	0
2	1981	1
2	1982	0
2	1983	7
2	1984	9
2	1985	4
2	1986	3
3	1994	0
3	1995	0
3	1996	0
3	1997	1
3	1998	0
.
.
.

But I couldn't find a way to build the variable "S", can anybody help me?

Thanks in advance,
Andr�

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