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st: RE: re: dear users of Statalist
That works!
Thank you!
-----Original Message-----
From: Kit Baum [mailto:[email protected]]
Sent: Montag, 9. Juli 2007 03:43
To: [email protected]
Subject: st: re: dear users of Statalist
Tobias said
But I can't get the right solution. It always gives me a sum of the
past 30
returns. But I want to sum the futurereturns.
(At the 01.01.01 should be the sum of the daily returns from the
01.01.01
till the 31.01.01)
Does that work with ROLLING or MVSUMM?
See the egen filter function from egenmore (ssc desc egenmore). It
will allow you to compute a moving average(or sum) over future
periods. For instance
. egen sum10=filter(wpi), l(-10/0) c(1 1 1 1 1 1 1 1 1 1 1)
will compute sum10 as the sum of current and future 10 values of wpi
(eleven terms in all).
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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