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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 15:11:24 +0000

Reverse time first for the latest question.

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