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Re: st: moving average of the last 55 time points
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: moving average of the last 55 time points
Date
Mon, 30 Jan 2012 08:58:16 +0000
Check out -filter()- from -egenmore- (SSC).
Nick
On Mon, Jan 30, 2012 at 8:45 AM, Juan Fernandez
<[email protected]> wrote:
> 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
>
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