st: moving average in "panel" with repeated observations per unit of time

[Partha Deb <partha.deb@hunter.cuny.edu>]

I have data on transaction-level prices by neighborhood over time.  I 
would like to create a moving average of prices for each neighborhood. 
As best as I understand, I cannot -xtset- or -tsset- this "panel" 
because there are multiple observations in a unit of time within 
neighborhood.  There are also gaps in t (year/month).  In other words, 
some months have multiple transactions while other months have none. 
How can I create an average of, say, of prices in the previous 3 months? 
 Any ideas would be most appreciated.

An example of the dataset is below.

thanks in advance.

Partha

       +------------------------------------+
       | neighborhood       price         t |
       |------------------------------------|
    1. |         0110      275000    2003m5 |
    2. |         0110      264000    2003m6 |
    3. |         0110      425000    2003m6 |
    4. |         0110       45000    2003m7 |
    5. |         0110       60500    2003m9 |
...
   29. |        01100      198780    2005m1 |
   30. |        01100      268479    2005m2 |
       |------------------------------------|
   31. |        01100      197920    2005m3 |
   32. |        01100       32500    2005m3 |
   33. |        01100       32500    2005m3 |
   34. |        01100      263000    2005m4 |
   35. |        01100      256248    2005m4 |
...
   50. |        01101       50000    2005m4 |
       |------------------------------------|
   51. |        01101       50000    2005m4 |
   52. |        01101       50000    2005m4 |
   53. |        01101      313000    2005m6 |
   54. |        01101      295000    2005m6 |
   55. |        01101      309700   2005m12 |


--
Partha Deb
Professor of Economics
Director of Graduate Studies
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

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	- Bob Marley
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