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st: moving average of the last 55 time points
From
Juan Fernandez <[email protected]>
To
[email protected]
Subject
st: moving average of the last 55 time points
Date
Mon, 30 Jan 2012 09:45:01 +0100
Hi everyone,
I am trying to obtain moving averages that take into account the
previous 55 time points (in this case, years) in a panel data setting.
However I cannot find any Stata command that can solve the problem. To
my knowledge, -egen, ma()- doesn't do the trick because it cannot be
combined with -by-. Moreover, -tssmooth ma, window()- doesn't do it
either because it is limited in the number of lags it can consider.
Is there any way to calculate a moving average for each case that
takes into account the last 55 time data points (even if there are
some isolated missings in a few years)?
The data structure is as follows:
Country Year IV
1 1945 20
1 1946 33
... ... ...
1 2000 36
2 1945 31
2 1946 27
... ... ...
2 2000 29
Thanks in advance! Best,
Juan
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