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Re: st: superposed rolled windows


From   Jeph Herrin <jherrin@flyingbuttress.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: superposed rolled windows
Date   Tue, 27 Jun 2006 10:46:13 -0400

That's why you drop if profits2==.; to get rid of obs
where there is no future window.

irodriguez wrote:
But i dont want all the observations
for example if a firm has observations for 1990-2004 the new database will
have observations for 1990-2002. In the same way for a firm with data for
1990-1995 will have observations for 1990-1993
Thanks

-----Original Message-----
From: Jeph Herrin <junk@spandrel.net>
To: statalist@hsphsun2.harvard.edu
Date: Tue, 27 Jun 2006 10:17:23 -0400
Subject: Re: st: superposed rolled windows

Try

  gen profits1=profits
  bys firms (years): gen profits2=profits[_n+1]
  bys firms (years): gen profits3=profits[_n+2]
  drop if profit2==.

HTH,
Jeph


irodriguez wrote:
statalisters
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

How can I do it
Thanks



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