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Re: st: dealing with states of knowledge


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: dealing with states of knowledge
Date   Wed, 26 Nov 2008 07:15:27 +0000 (GMT)

--- William Bishop <wbishopco@gmail.com> wrote:

> I have data that get updated and need to make calculations based on
> the state of knowledge on certain dates.
> 
> For examples, say I am doing a moving average based on stock closing
> prices.  If my state of knowledge on Wednesday is that Tuesday's
> closing price was $10 - but then on Friday I learn (new information)
> that Tuesday's closing price was actually $12.  For calculations on
> Wednesday  and Thursday I want to use $10 as Tuesday's closing price,
> Friday and all following days I want to use the corrected price of
> $12.
> 
> What is the best way to arrange the data in Stata to accomplish this?

It appears to me that a basic representation of that problem can be
handled using -rolling-, so in that case you'd have time points as
observations (rows) and price as a variable (column).

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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