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Re: st: calculation of instability of a variable
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: calculation of instability of a variable
Date
Sat, 9 Apr 2011 00:07:00 +0100
predict e, residual
gen move_e = (e + L.e + L2.e + L3.e + L4.e + L5.e)/6
or whatever variant you want -- your example has e(t-2) twice and a
divisor of 5 for 7 terms.
Nick
On Fri, Apr 8, 2011 at 9:38 PM, Humaira Asad <[email protected]> wrote:
> I want to find out the mean of residuals=1/5[e(t-5)+e(t-4)+e(t-3)+e(t-2)+e(t-2)+e(t-1)+et]
>
> after regressing fdt=a+bfd(t-1)+year for each of the 107 countries in a panel dataset of 10 time periods each. Is there a short way of doing this.
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