st: Loop for creating a sum of previous observations in an unbalanced panal data set

[Kaspar Dardas <kaspar.dardas@students.ebs.edu>]

Hello statalisters,

I have an unbalanced panel dataset with about 50 Variables and 30000
observations between 2003 - 2010 in long format.
I need to create a running rum variable"3m_sum_variable" which
aggregates a certain variable (lets call it) "value" 3 months into the
past. In other words, the variable "3m_sum_variable" should be the sum
of all "value" variables which occurred in the last 3 months relative
(and including) to the current observation.

I think I might create such a variable fairly easy with reshaping.
However, since I have about 50 Variable I would rather work with my
long format and create a loop which "goes back 3 months" into the past
and aggregates the previous "value" variables. Does anybody know of a
loop that can do this efficiently for an unbalanced panel datatset?

Best & thanks,

Kaspar
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