st: RE: mean and sd of lagged variables

[Nick Cox <n.j.cox@durham.ac.uk>]

. help rolling 

Nick 
n.j.cox@durham.ac.uk 

Ben Hoen

I am trying to create a mean and standard deviation of the previous 3
periods in a time-series dataset and can't seem to get it to work.

Here is sample code: 

use http://www.stata-press.com/data/imeus/grunfeld,clear
keep if company==1
g x=int(invest)
g year=year-1934
keep year x
sort year

*ml3x equals average of previous 3 years of x
*g ml3x=?????

*sdl3x equals standard deviation of previous 3 years of x
*g sdl3x=??????

list, sep(20)

Here is what I want to produce:

year	x	ml3x	sdl3x
1	317		
2	391	317	
3	410	354	52
4	257	373	49
5	330	353	83
6	461	332	77
7	512	349	103
8	448	434	94
9	499	474	34
10	547	486	34
11	561	498	50
12	688	536	33
13	568	599	78
14	529	606	71
15	555	595	83
16	642	551	20
17	755	575	59
18	891	651	100
19	1304	763	125
20	1486	983	286

It is the two g commands (or maybe they are supposed to be egen commands)
that I cannot figure out how to do.


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