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Re: st: moving average.. conditioning on a date
From
Francesco <[email protected]>
To
[email protected]
Subject
Re: st: moving average.. conditioning on a date
Date
Sun, 4 Nov 2012 23:50:14 +0100
Many thanks for your suggestion but unfortunately it does not fit...
movavg only computes moving average over the last n periods... which
is not what I want
In order to be more clear, my dataset looks like
ID date X Y
1 jan-1 1 1
1 feb-4 1 1
1 feb-5 1 2
1 sep-5 1 1
1 sep-6 1 2
1 sep-7 1 2
Here Y is the running sum of X for values of X that occur at most 1
days before the current observation ...
Is there a way to obtain this variable (and a moving average version too) ?
Many , many thanks in advance
On 4 November 2012 23:35, Steve Samuels <[email protected]> wrote:
>
> Sorry for the typo: The command is -movavg-. If you download it and read
> the -help-, you will see that it does not require balanced panels.
>
>
> Steve
>
> On Nov 4, 2012, at 5:24 PM, Francesco wrote:
>
> Well, Thank you for your kind suggestion (I already checked tssmooth
> and egen filter) but I cannot find what I am looking for (in
> particular for the running sum)
> As the panel is unbalanced, I think I cannot use the L. operator ...
> this is the main difficulty I guess
> Maybe you have a suggestion?
>
> Many thanks
>
> On 4 November 2012 22:51, Steve Samuels <[email protected]> wrote:
>>
>> The Statalist archives are not a good place to look for
>> commands. Try -findit- first. "findit moving average" would
>> have turned up -movag- at SSC. If -findit- had not been successful.
>> then a second step would have been to Google "Stata moving average".
>>
>>
>> Steve
>>
>>
>> On Nov 4, 2012, at 3:58 PM, Marco Francesco wrote:
>>
>> Dear all,
>>
>> I looked into the archives, and still I am not sure how to proceed :
>>
>> I have a panel dataset (id - day) and I would like to obtain a variable X that keeps the running sum (or the average) of variable Y's observations that occur in a given moving time window : that is between today's observation date and (today's observation date - X) where X is fixed.
>>
>> Do you know how to proceed ?
>>
>> Many thanks
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>>
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/