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st: RE: Time series with moving average growth rate


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: Time series with moving average growth rate
Date   Tue, 3 Jun 2008 18:31:04 +0200

Check this for consistency with what you had in mind:

**********
cap drop grrate*

g grrate1= country1[_n]/country1[_n-1]-1
g grrate2= country2[_n]/country2[_n-1]-1
g grrate3= country3[_n]/country3[_n-1]-1

		qui foreach level in 2000 2001 2002 2003 2004 2005{
			su grrate1 if year<=`=`level'+2'&year>=`level', mean
			noi di in red "Avg. Growth rate in country 1 in
period `level' to `=`level'+2': " r(mean)
		}
		
				qui foreach level in 2000 2001 2002 2003
2004 2005{
			su grrate2 if year<=`=`level'+2'&year>=`level', mean
			noi di in red "Avg. Growth rate in country 2 in
period `level' to `=`level'+2': " r(mean)
		}
		
				qui foreach level in 2000 2001 2002 2003
2004 2005{
			su grrate3 if year<=`=`level'+2'&year>=`level', mean
			noi di in red "Avg. Growth rate in country 3 in
period `level' to `=`level'+2': " r(mean)
		}

drop grrate*
**********

Martin Weiss
_________________________________________________________________

Diplom-Kaufmann Martin Weiss
Mohlstrasse 36
Room 415
72074 Tuebingen
Germany

Fon: 0049-7071-2978184

Home: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1130

Publications: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1131

SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=669945


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Marcello Pagano
Sent: Tuesday, June 03, 2008 4:36 PM
To: [email protected]
Subject: st: Time series with moving average growth rate

*************************

Dear list members,
 
I have time series data (2000-2007) on crop yield for three countries. I 
would like to calculate 3-year moving average   growth rate for each 
country, i.e. one year increase in every subsequent period (e.g. 
2000-02, 2001-03,.....2005-07). My equation is log(yield) = a + b(time). 
The growth rate is (b*100). I would like to write a loop command or any 
other procedure which produce 3-year moving average growth rate for 
entire period ( six values in this case) for each country. I would be 
grateful if anyone from this list can help me in this regard. The 
hypothetical data is given below.
 

Year   country1   country2   country3

2000   1.6    1.1    1.8

2001   1.7    1.2    1.9

2002   1.9    1.1    2.0

2003   2.1    1.3    2.1

2004   2.4    1.5    2.6

2005   2.7    1.8    2.5

2006   3.1    2.1    2.9

2007   3.5    2.3    3.2

 

Sincerely,

Humnath Bhandari,

IRRI, Philippines

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