Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: moving average.. conditioning on a date


From   Francesco <k7br@gmx.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: moving average.. conditioning on a date
Date   Sun, 4 Nov 2012 23:50:14 +0100

Many thanks for your suggestion but unfortunately it does not fit...
movavg only computes moving average over the last n periods... which
is not what I want

In order to be more clear, my dataset looks like

ID  date     X   Y
1    jan-1   1    1
1    feb-4   1    1
1    feb-5   1    2
1    sep-5   1    1
1    sep-6   1    2
1    sep-7   1    2

Here Y is the running sum of X for values of X that occur at most 1
days before the current observation ...
Is there a way to obtain this variable (and a moving average version too) ?

Many , many thanks in advance

On 4 November 2012 23:35, Steve Samuels <sjsamuels@gmail.com> wrote:
>
> Sorry for the typo: The command is -movavg-. If you download it and read
> the -help-, you will see that it does not require balanced panels.
>
>
> Steve
>
> On Nov 4, 2012, at 5:24 PM, Francesco wrote:
>
> Well, Thank you for your kind suggestion (I already checked tssmooth
> and egen filter) but I cannot find what I am looking for (in
> particular for the running sum)
> As the panel is unbalanced, I think I cannot use the L. operator ...
> this is the main difficulty I guess
> Maybe you have a suggestion?
>
> Many thanks
>
> On 4 November 2012 22:51, Steve Samuels <sjsamuels@gmail.com> wrote:
>>
>> The Statalist archives are not a good place to look for
>> commands. Try -findit- first.  "findit moving average" would
>> have turned up -movag- at SSC. If -findit- had not been successful.
>> then a second  step would have been to Google "Stata moving average".
>>
>>
>> Steve
>>
>>
>> On Nov 4, 2012, at 3:58 PM, Marco Francesco wrote:
>>
>> Dear all,
>>
>> I looked into the archives, and still I am not sure how to proceed :
>>
>> I have a panel dataset (id - day) and I would like to obtain a variable X that keeps the running sum (or the average) of variable Y's observations that occur in a given moving time window : that is between today's observation date and (today's observation date - X) where X is fixed.
>>
>> Do you know how to proceed ?
>>
>> Many thanks
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/faqs/resources/statalist-faq/
>> *   http://www.ats.ucla.edu/stat/stata/
>>
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/faqs/resources/statalist-faq/
>> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index