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


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: how to create yearly lag in monthly data
Date   Thu, 4 May 2006 16:11:14 -0400

If data are tsset, L12.x should work properly in any event, but if you want to do what Clive suggests, help tsfill.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On May 4, 2006, at 2:33 AM, Clive wrote:



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.
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