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RE: st: calculating moving standard deviation


From   "Yatawara, Ravi" <yatawarr@lerner.udel.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: calculating moving standard deviation
Date   Tue, 14 Jun 2005 11:54:35 -0400

Hello folks,

For a panel dataset, I am trying to create a standardized score
variable, by  country  by  year  but am calculating it on a moving
average basis. I have 50 countries for the 1960-2000 period.  For
example,  a standardized score of period t,  (ZXt) is calculated
 Xt minus mean (Xt, Xt-1 Xt-2 ), all divided by the standard deviation
of (Xt, Xt-1 Xt-2 )
Thus the ZXt+1=  Xt+1 minus mean (Xt+1 Xt Xt-1 ), all divided by the
standard deviation of (Xt+1, Xt Xt-1)

I am calculating the mean by creating new variables of the lagged values
of X and then averaging them.
Any ideas on how I can get the standard deviation of just the 3 moving
years, ( NOT my  full sample period 1960-2000) by country.  
Any feedback would be much appreciated.
ravi

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