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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 15:09:35 +0000

max(inv, roll_max[_n-1])

On Sat, Nov 19, 2011 at 3:09 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> 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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