Dear Marcello and Humnath,
You have to be clear about whether your terminology is conventional or not.
For the conventional meaning of a moving average, the answer to your
question would be as follows:
You can easily generate a 3 month moving average after tssetting your
data, with the command
tssmooth ma newvarname=country1, window(3,1,0)
or
tssmooth ma newvarname=country1, window(3,0,0)
depending on whether you wish the current observation included in the moving average.
for each country separately, though I have done it only for country1 here..
If you mean that you wish to average the three country scores, and then compute a regression on time
then the answer would be quite different. In that case the answer would be quite different.
You might wish to use a prais regression on time.
Regards,
Bob Yaffee
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
----- Original Message -----
From: Marcello Pagano <[email protected]>
Date: Tuesday, June 3, 2008 10:37 am
Subject: st: Time series with moving average growth rate
To: [email protected]
> *************************
>
> 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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