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RE: st: superposed rolled windows


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: superposed rolled windows
Date   Tue, 27 Jun 2006 16:42:17 +0100

I was ambiguous, but in a way often 
used in Stata circles. 

Changing the data in the strong sense
includes -drop-ping observations, as 
this is irreversible, unless by 
going back to the original dataset. 

Changing the data in the weak sense
includes any -generate- of a new
variable. That is reversible, as
the new variable can be -drop-ped
and re-created at will assuming 
no changes of the data in the 
strong sense. 

Others have explained F. 

Nick 
n.j.cox@durham.ac.uk 

Jeph Herrin
 
> 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. 

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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