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st: RE: Reindex/rebase time series?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Reindex/rebase time series?
Date   Thu, 14 Apr 2005 22:29:34 +0100

It's the manual you need, not the archives. 

The annual average for 2000 is given by 

su X if tin(2000q1,2000q4)

after which your scaling appears to be 

gen X2000 = X / r(mean) 

Hence for lots of variables you would 
go 

qui foreach v of var <varlist> { 
	su `v' if tin(2000q1,2000q4), meanonly 
	gen `v'2000 = `v' / r(mean)
} 

Nick 
n.j.cox@durham.ac.uk 

Michael S. Hanson
 
> series variables in a Stata dataset.  The observations are quarterly, 
> and all need to be rebased (for example) to the annual average value 
> for (say) the year 2000.  The following code will find that average 
> value:
> 
> 		egen Xavg = mean(X) if tin(2000q1,2000q4)
> 
> But of course the variable Xavg here is only defined for the 
> 4 quarters 
> in 2000, and is missing everywhere else.  Hence, the following code 
> only returns values for 2000, rather than the 30 years of quarterly 
> observations in the sample.
> 
> 		gen X2000 = X / Xavg
> 
> (Yes, we're indexing to 2000 = 1 instead of 2000 = 100;  this scale 
> factor has no subsequent effect on the analysis.)
> 
> 	There are a large number of series to rebase, and their 
> starting date 
> varies;  hence, attempting to use a [_n] construct seems not to work, 
> as the observation numbers that represent the year 2000 vary 
> across the 
> series.
> 
> 	A look through the Statalist archives and with -findit- 
> didn't turn up 
> any obvious hints, although it's quite possible I missed something 
> relevant.  Thanks in advance for any assistance.

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