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 average in "panel" with repeated observations per unit of time
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: moving average in "panel" with repeated observations per unit of time
Date
Fri, 4 Mar 2011 17:27:08 +0000
See if this helps:
SJ-7-3 pr0033 . . . . . . . . . . . . . . Stata tip 51: Events in intervals
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
Q3/07 SJ 7(3):440--443 (no commands)
tip for counting or summarizing irregularly spaced
events in intervals
Nick
On Fri, Mar 4, 2011 at 4:41 PM, Partha Deb <[email protected]> wrote:
> I have data on transaction-level prices by neighborhood over time. I would
> like to create a moving average of prices for each neighborhood. As best as
> I understand, I cannot -xtset- or -tsset- this "panel" because there are
> multiple observations in a unit of time within neighborhood. There are also
> gaps in t (year/month). In other words, some months have multiple
> transactions while other months have none. How can I create an average of,
> say, of prices in the previous 3 months? Any ideas would be most
> appreciated.
>
> An example of the dataset is below.
>
> thanks in advance.
>
> Partha
>
> +------------------------------------+
> | neighborhood price t |
> |------------------------------------|
> 1. | 0110 275000 2003m5 |
> 2. | 0110 264000 2003m6 |
> 3. | 0110 425000 2003m6 |
> 4. | 0110 45000 2003m7 |
> 5. | 0110 60500 2003m9 |
> ...
> 29. | 01100 198780 2005m1 |
> 30. | 01100 268479 2005m2 |
> |------------------------------------|
> 31. | 01100 197920 2005m3 |
> 32. | 01100 32500 2005m3 |
> 33. | 01100 32500 2005m3 |
> 34. | 01100 263000 2005m4 |
> 35. | 01100 256248 2005m4 |
> ...
> 50. | 01101 50000 2005m4 |
> |------------------------------------|
> 51. | 01101 50000 2005m4 |
> 52. | 01101 50000 2005m4 |
> 53. | 01101 313000 2005m6 |
> 54. | 01101 295000 2005m6 |
> 55. | 01101 309700 2005m12 |
*
* 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/