Re: st: superposed rolled windows

["Michael S. Hanson" <mshanson@mac.com>]

On Jun 27, 2006, at 9:59 AM, irodriguez wrote:

> I have a panel data�with�firms, and profits for the period 
> 1990/2004�No all the firms have the same period of data
> I need to calculate others 4 columns for profit
> superposing a rolling period window of 3 periods.
> Example:
> original data base
> Firms��� Years�� Profits���
> firm 1�����1990���� 7
> firm 1����� 1991���� 9
> firm 1����� 1992����� 2
> firm 1����� 1993������ 6
> firm 1�������1994����� 5����
> firm 1������ 1995���� 4
> firm 2����� 1990����� 3
> firm 2����� 1991����� 2
> firm 2����� 1992����� 1
> firm 2������ 1993���� 3
> ...
> �
> New data base
>  Firms��� Years�� Profits1��� Profit2�� Profit3���
> firm 1�����1990���� 7��������������� 9�������� 2
> firm 1����� 1991���� 9�������������� 2�������� 6
> firm 1����� 1992����� 2������������� 6�������� 5
> firm 1����� 1993������ 6����������� 5��������� 4
> firm 2����� 1990����� 3������������ 2���������� 1
> firm 2����� 1991����� 2��������������1��������� 3
> �����������������������������������������
> How can I do it

	To work effectively with panel data, you should read -help xt-.  -help 
tsvarlist- will also be useful;  it will explain the forward operator 
(the "F" in the -gen- command) used below.  -help forvalues- will 
explain the looping.  Make sure you copy the quotes *exactly*:  the 
left tick (`) and right tick (') are *not* the same character.


tsset Firms Years     // Declare data as a panel
forval i = 1/3 {
    local j = `i'-1
    gen Profit`i' = F`j'.Profit
}
drop if missing(Profit3)


	Note: Be very careful about the -drop- command!  Although you stated 
that you wanted your dataset to only have observations when 'Profit3' 
was defined, you might be better off just leaving those observations in 
your dataset.  Most commands in Stata will deal with the missing 
observations in a statistically appropriate manner.

	Hope this helps.

                                        -- Mike


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