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st: Re: creating lags
----- Original Message -----
From: "Maria Popova" <firstname.lastname@example.org>
Sent: Saturday, March 29, 2003 6:04 PM
Subject: st: creating lags
> Hi all,
> I have a time series/cross section data set and I'm trying to create
> lags for several variables. I have data on 158 countries between 1966 and
> 1997, but of course since not all countries existed for the entire period,
> different countries have data for different sets of years. I've sorted
> data by time and within the time groups by country and then I tried
> creating the lags with:
> gen lag5_var=var[_n-790] (because 158*5=790)
> However, the resulting lag is incorrect... What am I doing wrong? Do I
> have to generate missing values for the country-years that are not in the
> data set? I thought Stata is supposed to do that for me...
Stata does support lag, forward, difference, and seasonal operators.
See -whelp varlist-
gen lag5_var = L5.var
Stata will generate the 5 period lag for each panel.
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