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st: RE: lagged summary statistics

From   "Fan, Shihe" <>
To   <>
Subject   st: RE: lagged summary statistics
Date   Mon, 30 Oct 2006 08:41:11 -0700

It is indeed what I was looking for.


-----Original Message-----
[] On Behalf Of Kit Baum
Sent: Friday, October 27, 2006 5:59 PM
Subject: st: lagged summary statistics

Shihe said

Does any one has a routine for lagged summary statistics of a time
series and would not mind to share? The "mvsumm" and "rolling" seem only
capable of calculating the not lagged statistics (Maybe I was wrong).

Maybe I'm missing something, but...

. webuse wpi1

. mvsumm wpi,gen(avgwpi) stat(mean) window(4) end

. gen lag4qtravg = L.avgwpi
(4 missing values generated)

would seem to create the lagged moving average of the variable.

Kit Baum, Boston College Economics
An Introduction to Modern Econometrics Using Stata:

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