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Re: st: Re: Is there a statacommand for a Historical Maximum? & Howtocumulate series?


From   n j cox <n.j.cox@durham.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Is there a statacommand for a Historical Maximum? & Howtocumulate series?
Date   Mon, 26 Sep 2005 13:22:06 +0100

In addition an -egen- function -record()- is available in the
-egenmore- package on SSC.

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

Michael Blasnik

You can get the running/cumulative maximum using subscripting, such as

gen cummax=x in 1
replace cummax=max(x,cummax[_n-1]) in 2/l

If you have panel data or missing data/gaps, you may want to check out using time series operators by using tsset. You can get a cumulative sum using the sum function

gen cumsum=sum(x)

Bob Rijkers

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)?

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