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From |
Robert A Yaffee <bob.yaffee@nyu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Time series with moving average growth rate |

Date |
Tue, 03 Jun 2008 13:18:02 -0400 |

Dear Marcello and Humnath, You have to be clear about whether your terminology is conventional or not. For the conventional meaning of a moving average, the answer to your question would be as follows: You can easily generate a 3 month moving average after tssetting your data, with the command tssmooth ma newvarname=country1, window(3,1,0) or tssmooth ma newvarname=country1, window(3,0,0) depending on whether you wish the current observation included in the moving average. for each country separately, though I have done it only for country1 here.. If you mean that you wish to average the three country scores, and then compute a regression on time then the answer would be quite different. In that case the answer would be quite different. You might wish to use a prais regression on time. Regards, Bob Yaffee Robert A. Yaffee, Ph.D. Research Professor Silver School of Social Work New York University ----- Original Message ----- From: Marcello Pagano <pagano@hsph.harvard.edu> Date: Tuesday, June 3, 2008 10:37 am Subject: st: Time series with moving average growth rate To: statalist@hsphsun2.harvard.edu > ************************* > > Dear list members, > > I have time series data (2000-2007) on crop yield for three countries. > I > would like to calculate 3-year moving average growth rate for each > country, i.e. one year increase in every subsequent period (e.g. > 2000-02, 2001-03,.....2005-07). My equation is log(yield) = a + > b(time). > The growth rate is (b*100). I would like to write a loop command or > any > other procedure which produce 3-year moving average growth rate for > entire period ( six values in this case) for each country. I would be > > grateful if anyone from this list can help me in this regard. The > hypothetical data is given below. > > > Year country1 country2 country3 > > 2000 1.6 1.1 1.8 > > 2001 1.7 1.2 1.9 > > 2002 1.9 1.1 2.0 > > 2003 2.1 1.3 2.1 > > 2004 2.4 1.5 2.6 > > 2005 2.7 1.8 2.5 > > 2006 3.1 2.1 2.9 > > 2007 3.5 2.3 3.2 > > > > Sincerely, > > Humnath Bhandari, > > IRRI, Philippines > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Time series with moving average growth rate***From:*Marcello Pagano <pagano@hsph.harvard.edu>

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