Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: generate the level series from the growth rate series
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: generate the level series from the growth rate series
Date
Fri, 4 Jan 2013 03:14:41 +0000
And your initial values come from where?
Nick
On Thu, Jan 3, 2013 at 11:50 PM, annoporci <[email protected]> wrote:
> Dear Statalist,
>
> This must be a very simple question...
>
> I have data for percentage changes and would like to reconstruct the
> levels of the variables.
>
> Taking the sp500 dataset, I show below that I can generate the one-period
> difference series for the level variable "close", with and without tsset.
> Then I try to reverse-engineer to recover the level variable "close" from
> the difference series named "change", but I get stuck.
>
> sysuse sp500
> gen change2 = close-close[_n-1] /// method without tsset
>
> gen t=_n
> tsset t
> gen change3 = close-L.close /// method with tsset
>
> gen close2 = .
> replace close2 = 1283.27 in 1 /// assign the first value
> replace close2 = close2[_n-1]+change /// try to recover the level
>
> This last step fails.
>
> I'd appreciate your help very much.
>
> --
> Patrick Toche.
*
* 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/