Re: st: Re: Is there a statacommand for a Historical Maximum? & Howtocumulate series?

[n j cox <n.j.cox@durham.ac.uk>]

In addition an -egen- function -record()- is available in the
-egenmore- package on SSC.

Nick
n.j.cox@durham.ac.uk

Michael Blasnik

You can get the running/cumulative maximum using subscripting, such as

gen cummax=x in 1
replace cummax=max(x,cummax[_n-1]) in 2/l

If you have panel data or missing data/gaps, you may want to check out 
using time series operators by using tsset. You can get a cumulative sum 
using the sum function

gen cumsum=sum(x)

Bob Rijkers

Is there a command in stata that gives the historical maximum of a 
series? (Not the absolute maximum!; i.e. the historical maximum at time 
T is the maximum of the observations from time  t=0 up until t=T. 
Similarly, the historical maximum at time t=T+1 is the maximum of all 
the observations from time t=0 up until t=T=1, and so on; the historical 
maximum thus changes over time, whereas the absolute maximum can only 
take one value.

My second question is more straightforward; is there a command to 
cumulate series in Stata (i.e. to calculate the sum of price increases 
over time)?

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