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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