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Re: st:how to create yearly lag in monthly data?


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st:how to create yearly lag in monthly data?
Date   Wed, 3 May 2006 11:05:13 +0100 (BST)

Badri Narayanan wrote:

> Thanks for the clarification, but my data is unbalanced panel and
> hence if I give L12 for say, December 1995, the resultant variable may
> as well be October 1994, since data for some months nay be missing
> altogether. Is there anyway out, given this fact?

An obvious solution would be to create blank rows in your dataset, if you
don't already have them, each of them indicating the month and year of the
row. Using the lag operator should then work as intended.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

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