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st: RE: cumulative sum with depreciation


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: cumulative sum with depreciation
Date   Sun, 19 Mar 2006 19:10:20 -0000

bysort Firm (year) : gen S_t = 0 
by firm : replace S_t = 0.85 * S_t[_n-1] + R_t if _n > 1

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

André Paul
 
> I would like to build a stock variable with declining balance 
> depreciation:
> 
> S_t=0.85*S_t-1 + R_t
> (the initial value is always 0)
> 
> The data (an unbalanced panel) looks like:
> 
> Firm	year	R
> 2	1980	0
> 2	1981	1
> 2	1982	0
> 2	1983	7
> 2	1984	9
> 2	1985	4
> 2	1986	3
> 3	1994	0
> 3	1995	0
> 3	1996	0
> 3	1997	1
> 3	1998	0
> .
> .
> .
> 
> But I couldn't find a way to build the variable "S", can 
> anybody help me?

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