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Re: st: Re: Finding Maximum of a series


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Finding Maximum of a series
Date   Sat, 19 Nov 2011 15:09:03 +0000

It is unnecessary to fire up heavy plant here. Assuming time order the
maximum so far, a.k.a. a record, is just

gen roll_max = inv[1]
replace roll_max = max(inv, roll_max[_n-1] in 2/L

and even for panels you just need to do that under the aegis of -by:-.

There is an -egen- function -record()- in -egenmore- from SSC.

Nick

On Sat, Nov 19, 2011 at 2:56 PM, Tirthankar Chakravarty
<tirthankar.chakravarty@gmail.com> wrote:
> Use the "rrecursive" option rather than the "recursive" option:
>
> **********************************************
> webuse lutkepohl2, clear
> tsset qtr
> rolling roll_max=r(max), window(1) ///
>  rrecursive: su inv
> **********************************************
>
> T
>
> On Sat, Nov 19, 2011 at 6:39 AM, ajjee <ajjee1@yahoo.com> wrote:
>> Thanks!
>>
>> -rolling- worked. But If I am interested in
>>
>> Maximum wage in 1940 to 2000
>> Maximum wage in 1941 to 2000
>> Maximum wage in 1942 to 2000
>> Maximum wage in 1943 to 2000
>>
>> and so on till
>>
>> Maximum wage in 1999 to 2000
>>
>> How can i use -rolling- to compute this.
>>
>> Thanks in advance.
>>
>> ajjee
>>
>>
>>
>>
>> From: Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
>> Date: 19 November 2011 19:05
>> Subject: Re: st: Finding Maximum of a series
>> To: statalist@hsphsun2.harvard.edu
>>
>>
>> Your most robust option is to use -rolling-. For example,
>>
>> **********************************************
>> webuse lutkepohl2, clear
>> tsset qtr
>> rolling roll_max=r(max), window(1) ///
>>  recursive: su inv
>> **********************************************
>>
>> T
>>
>> On Sat, Nov 19, 2011 at 5:54 AM, Muhammad Anees <anees@aneconomist.com>
>> wrote:
>>> If you have to find the maximum in a series say (x), use
>>>
>>> sort x
>>> list x in 1
>>>
>>> On Sat, Nov 19, 2011 at 6:40 PM, ajjee <ajjee1@yahoo.com> wrote:
>>>> Dear All
>>>>
>>>> I have a time series dataset ranging from 1940 to 2000. I have to find
>>>> the
>>>> maximum value in series(wage) in the following way:
>>>>
>>>> Maximum wage in 1940 to 1941
>>>> Maximum wage in 1940 to 1942
>>>> Maximum wage in 1940 to 1943
>>>> Maximum wage in 1940 to 1944
>>>>
>>>> and so on till
>>>>
>>>> Maximum wage in 1940 to 2000
>>>>
>>>> How can I compute this value.
>>>> Thanks in advance
>>>>

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