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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 5 Nov 2012 00:48:55 +0000 |

If I understand this correctly, Francesco wants running sums to be calculated within spells of consecutive days, and separately by panels. Identifying spells of consecutive dates is an FAQ FAQ . . . . . . Identifying runs of consecutive observations in panel data . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox and V. Wiggins 8/02 How do I identify runs of consecutive observations in panel data? http://www.stata.com/support/faqs/data-management/identifying-runs-of-consecutive-observations/ One solution covered there is to use -tsspell- from SSC . tsset id date . tsspell, f(L.date == .) . bysort id _spell (_seq) : gen Y = sum(X) if _spell . by id _spell : gen aveY = Y/_seq Here I am guessing that the moving average required is running sum/number in sequence I am also guessing that the example should end 1 sep-7 1 3 Note that unbalanced panels in no sense rule out the use of time series operators. The -egen- function -filter()- is from -egenmore- (SSC). See also SJ-7-2 dm0029 . . . . . . . . . . . . . . Speaking Stata: Identifying spells . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox Q2/07 SJ 7(2):249--265 (no commands) shows how to handle spells with complete control over spell specification Nick On Sun, Nov 4, 2012 at 10:50 PM, Francesco <k7br@gmx.fr> wrote: > 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) ? 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. 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 ... 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". On Nov 4, 2012, at 3:58 PM, Marco Francesco wrote: >>> 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. * * 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/

**Follow-Ups**:**Re: st: moving average.. conditioning on a date***From:*Francesco <cariboupad@gmx.fr>

**References**:**st: moving average.. conditioning on a date***From:*"Marco Francesco" <cariboupad@gmx.fr>

**Re: st: moving average.. conditioning on a date***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: moving average.. conditioning on a date***From:*Francesco <cariboupad@gmx.fr>

**Re: st: moving average.. conditioning on a date***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: moving average.. conditioning on a date***From:*Francesco <k7br@gmx.fr>

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