Michael, in your command:
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)
what is the significate of 1/3, because in the reality i need to make
superposed rolled windows for 5 years and I want to know if I have to change
the command and consider 1/5
Thanks a lot
-----Original Message-----
From: "Michael S. Hanson" <[email protected]>
To: [email protected]
Date: Tue, 27 Jun 2006 10:46:38 -0400
Subject: Re: st: superposed rolled windows
> 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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