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Re: st: superposed rolled windows


From   "Rodrigo A. Alfaro" <ralfaro76@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: superposed rolled windows
Date   Tue, 27 Jun 2006 11:02:30 -0400

Jeph,
Nick suggested to use time-series operator F.y 
means forward of y. Time-series operator is
available for panel data after tsset firm year
(in this case). I think is the best way to do it,
irodriguez can control the sample in years.


PS: Eric, I think HTH: I hope this helps, right?

R.







----- Original Message ----- 
From: "Jeph Herrin" <junk@spandrel.net>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, June 27, 2006 10:48 AM
Subject: Re: st: superposed rolled windows


According to his original post, he wanted to change
his data. But the point about the gaps is well taken.

what is "F."? other than the F density.



Nick Cox wrote:
> This changes your data and assumes no 
> gaps. Using -tsset- and F. is a  
> better way to do it. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Jeph Herrin
>  
>> Try
>>
>>   gen profits1=profits
>>   bys firms (years): gen profits2=profits[_n+1]
>>   bys firms (years): gen profits3=profits[_n+2]
>>   drop if profit2==.
> 
> irodriguez
> 
>>> i need to generate some columns data in excel I think I 
>> could calculate 
>>> them in stata
>>> I have a panel data with firms, and profits for the period 
>> 1990/2004 No 
>>> all the firms have the same period of data
>>> I need to calculate others 4 columns for profit
>>> superposing a rolling period window of 3 periods.
>>> Example:
>>> original data base
>>> Firms    Years   Profits   
>>> firm 1     1990     7
>>> firm 1      1991     9
>>> firm 1      1992      2
>>> firm 1      1993       6
>>> firm 1       1994      5    
>>> firm 1       1995     4
>>> firm 2      1990      3
>>> firm 2      1991      2
>>> firm 2      1992      1
>>> firm 2       1993     3
>>> ...
>>>  
>>> New data base
>>> Firms    Years   Profits1    Profit2   Profit3   
>>> firm 1     1990     7                9         2
>>> firm 1      1991     9               2         6
>>> firm 1      1992      2              6         5
>>> firm 1      1993       6            5          4
>>> firm 2      1990      3             2           1
>>> firm 2      1991      2              1          3
> 
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