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[no subject]
. help rolling
Nick
[email protected]
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.
Ben Hoen
Principal Research Associate
Lawrence Berkeley National Laboratory
Office: 845-758-1896
Cell: 718-812-7589
[email protected]
http://eetd.lbl.gov/ea/emp/staff/hoen.html
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