Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: moving-window products
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: moving-window products
Date
Mon, 14 Feb 2011 10:22:03 +0000
The usual trick for moving products is exp(sum(ln()). Clearly that
won't work if any of your values are zero or negative. Otherwise, take
logarithms, get the moving sum, and exponentiate.
Nick
On Mon, Feb 14, 2011 at 10:15 AM, [email protected]
<[email protected]> wrote:
> I have a panel dataset and I would like to compute moving-window products. For
> example, for each unit and time, I would like to have the product of the last
> 10 observations.
>
> A useful module for rolling statistics is "mvsumm", which gives rolling
> summary statistics. Do you know if there is an analogous command which also
> computes the product?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/