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st: Re: mvsumm


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: mvsumm
Date   Fri, 5 Mar 2004 17:29:35 -0600

Adrian,

-tssmooth ma- gives missing obersvations a zero weight in calculating the moving
average.  This would seem to give you what you want.

Example:

. tsset var1
        time variable:  var1, 1990 to 2003

. tssmooth ma ma2= var2, w(4 1)
The smoother applied was
     (1/5)*[x(t-4) + x(t-3) + x(t-2) + x(t-1) + 1*x(t)]; x(t)= var2

. l

     +--------------------+
     | var1   var2    ma2 |
     |--------------------|
  1. | 1990      .      . |
  2. | 1991      .      . |
  3. | 1992      3      3 |
  4. | 1993      4    3.5 |
  5. | 1994      5      4 |
     |--------------------|
  6. | 1995      5   4.25 |
  7. | 1996      4    4.2 |
  8. | 1997      6    4.8 |
  9. | 1998      5      5 |
 10. | 1999      3    4.6 |
     |--------------------|
 11. | 2000      4    4.4 |
 12. | 2001      5    4.6 |
 13. | 2002      6    4.6 |
 14. | 2003      .    4.5 |
     +--------------------+


Hope this helps,
Scott

----- Original Message ----- 
From: "de la Garza, Adrian" <ADelagarza@imf.org>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, March 05, 2004 4:23 PM
Subject: st: mvsumm


> Dear Stata users,
>
> I am using Chris Baum's and Nick Fox's -mvsumm- and I'd like to know if
> there is a way to account for averages (or any other desc stats) when
> there are missing observations (e.g., the way -collapse- accounts for
> them). What I mean  is the following:
>
> 1990   .
> 1991   .
> 1992   3
> 1993   4
> 1994   5
> 1995   5
> 1996   4
> 1997   6
> 1998   5
> 1999   3
> 2000   4
> 2001   5
> 2002   6
> 2003   .
>
> If I use -mvsumm- to generate 5-year moving averages, I'd like it to
> even give me a number in year 1994 (when there are already 5
> observations to compute the average, even though 2 are missing--so the
> generated number would be the average of 3, 4, and 5) and also in 2003
> (which would be the average of 3, 4, 5, and 6). Is this possible?
>
> Thank you.
> Adrian
>

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