Re: st: counting observations

[Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>]

One strategy is to -collapse-, -tssmooth- and -merge- back in. You
will need to install Nikos Askitas's -stockquote- from SSC for this
example:
*********************************************
clear*
stockquote ^GDAXI, fm(1) fd(2) fy(2000) lm(03) ld(4) ly(2008) frequency(d)
g datef = date(date, "YMD")
format datef %td
g monthf = month(datef)
g yearf = year(datef)
tempfile colldata
preserve
collapse close, by(monthf yearf)
generate ymdate = ym(yearf, monthf)
tsset ymdate
tssmooth ma smclose = close, window(3)
save `colldata', replace
restore
merge m:1 monthf yearf using `colldata', gen(smmerge)
tab smmerge
*********************************************

T

On Wed, Dec 29, 2010 at 4:32 PM, Jurgen Sidgman <sidgman@uwm.edu> wrote:
> Hi,
>
> I have a dataset that has observations for each day of many months. What I need to do is: for each month I need to add all observations for each of the previous 3 months. For example, for january I need to add all observations from October to December from the previous year. Next, for february I need to add all observations from November to January and so on. What I have been doing so far is calculating the cumulative value for each month as follows:
>
> . sort obsdate
> . egen count_obs = count(obsdate) if year(obsdate) == 2004 & month(obsdate) <= 3 (this is for the first time I perform the calculation)
>
> From the next time on I do:
> . egen count_obs1 = count(obsdate) if year(obsdate) == 2004 & month(obsdate) <= 4 & month(obsdate) > 1 (and so on)
>
> When I finish all calculations I plan on copy the final result for each calculation to the appropriate month.
>
> My question is: does anyone have a better idea on how to do this? Maybe on a single column. It seems pretty simple but it looks like there should be a better way of doing this given the fact that on a single year I have to repeat the calculation 12 times. On a 10 year period I would have to repeat it 120 times. A do file could do it but I still would have to have 120 times the calculation.
>
> Thanks
>
> Jurgen
>
>
>
>
> *
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>



-- 
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).

*
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