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st: estimation over rolling period


From   Rui Zeng <rzeng@wisc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: estimation over rolling period
Date   Thu, 22 Dec 2011 10:52:07 -0600

Dear Listers,
 
Is there an easy way to do the rolling estimation over time?  
 
For example, at every time t I want to calculate the average of some variable from time t-12 to t-1. I do not think I can do it with by, so is there an easy way to do this? thanks! 
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