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Re: st: Re: Running a foreach loop over a sequence of dates


From   Michael Hanson <mshanson@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Running a foreach loop over a sequence of dates
Date   Wed, 03 Dec 2008 16:29:10 -0500

Ah, so true -- but by labeling it as "pseudo-code", Augusto indicated that he already knew that. Nonetheless, looping over dates would be *extremely* high on my list of wishes & grumbles! Perhaps in Stata 11.... or even 10.2. (Since, in the end, dates are just formatted numbers, this seems as if it should be possible in theory.) There are applications in which something much more light-weight than - rolling- would be appropriate. Although I agree that the example below could likely be accomplished with -rolling-.

-- Mike

On Dec 3, 2008, at 4:05 PM, Martin Weiss wrote:

You cannot simply abbreviate your list of end dates like a - numlist- with a slash and hope for Stata`s acquiescence... I would recommend you look at -h rolling-

HTH
Martin
_______________________
----- Original Message ----- From: "Augusto Cadenas" <aug.cadenas@googlemail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, December 03, 2008 10:02 PM
Subject: st: Running a foreach loop over a sequence of dates


Hello,

I am trying to run a series of commands in a time series setting, and
interested in using variable time intervals (variable time windows, or
variable start/end dates). So ideally, I would like to loop with
-foreach- over a series of dates, but I cannot find the way of doing
this. To give you an idea of the kind of problem, here it is in
pseudo-code (not working):

*** begin pseudo-code

foreach t in 1992q1/2000q4 {
       reg y L.y L.x if tin(1960q1, `t')
       reg y L.y L.x if tin(`=`t'-20', `t')
}

*** end pseudo-code

I am sorry if this is a trivial question, but I really could not find
a way of performing this. Thanks for any hints.

AC
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