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st: RE: Is there a statacommand for a Historical Maximum? & How to cumulate series?


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Is there a statacommand for a Historical Maximum? & How to cumulate series?
Date   Mon, 26 Sep 2005 07:08:11 -0500

Yes.

1. -egen-
2. -gen-

For example:

sysuse gnp96.dta,clear
count
gen max = .
qui {
forv i = 1/`=r(N)' {
	egen temp = max(gnp) in 1/`i'
	replace max = temp in `i'
	drop temp
	}
}
gen cumul_gnp = sum(gnp)

Hope this helps,
Scott

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Bob Rijkers
> Sent: Monday, September 26, 2005 5:32 AM
> To: statalist@hsphsun2.harvard.edu
> Cc: mattia.romani@shell.com
> Subject: st: Is there a statacommand for a Historical Maximum? & How to
> cumulate series?
> 
> To Whom It May Concern,
> 
> Is there a command in stata that gives the historical maximum of a series?
> (Not the absolute maximum!; i.e. the historical maximum at time T is the
> maximum of the observations from time  t=0 up until t=T. Similarly, the
> historical maximum at time t=T+1 is the maximum of all the observations
> from time t=0 up until t=T=1, and so on; the historical maximum thus
> changes over time, whereas the absolute maximum can only take one value.
> 
> My second question is more straightforward; is there a command to cumulate
> series in Stata (i.e. to calculate the sum of price increases over time)?
> 
> Sincerely,
> 
> Bob Rijkers
> 
> 
> P.S. I am trying to write a do-file to run the Gately price-decomposition
> in Stata.  This decomposition decomposes a price-series into a) an initial
> condition, P1, b) the cumulative series of price decreases, Pdecr, c) the
> cumulative series of price-increases that have led to an increase in the
> historical maximum, Pmax d) the cumulative series of price-increases that
> do not lead to an increase in the historical maximum, Pincr:
> 
> Pt=P1+Pdecr+Pincr+Pmax
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/


*
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