st: combination of rolling and if

[qing ye <yeqing1013@gmail.com>]

Dear statalist

I am a bit confused with combining the rolling and if.

what does the following commend do?

I have monthly panel data, variables are

stock, date, return, ST


for the following code
rolling mean=r(mean), windows (12): sum return if ST=1, detail

Did it, for every month, take observations whose 'ST'=1 and then
calculate mean return for this group of stocks over the next 12
months? This is what I wanted to do.

Or, did it, for every month, take all the observations in the next 12
months, and calculate mean returns of all the observation for which
'ST'==1?

Thanks for your help

Qing
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