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st: moving averages question


From   Rufus Peabody <[email protected]>
To   [email protected]
Subject   st: moving averages question
Date   Sun, 24 Aug 2008 04:16:50 -0700

I'm trying to create a moving average for a number of variables within a panel. I set the data as time series (tsset panelvar timevar) and used the appropriate -tssmooth ma- syntax. However, I got the error message:

_TS_p_delta_getnumb(): 3499 strtoreal() not found
_TS_p_delta_increment(): - function returned error
_TS_p_delta(): - function returned error
<istmt>: - function returned error
r(3499);

I then tried using the lag function (L. ) as follows in hopes of creating a lag for each day.

foreach v of local var {
tsset panelvar timevar
egen lweek_`v'=mean(L(1/7).`v'), by(panelvar datevar)
}

Output was:

panel variable: panelvar (unbalanced)
time variable: timevar, 161 to 1459
delta: 1 unit
Unknown function L()
r(133);

I should note that I used the tssmooth fcn. within a loop like the one above.

Anybody have any idea what I can do for this? Any help is appreciated.

I ended up doing the following, which I don't think is the easiest way to do this:

foreach v of local var {
tsset panelvar timevar
gen lweek_`v'=L1.`v'+L2.`v'+L3.`v'+L4.`v'+L5.`v'+L6.`v'+L7.`v' if L7.year==year
}


I also had a question about fitting a decay function using panel data for a specific variable which I posted previously twice but nobody ever responded. If that isn't possible or nobody knows how, I completely understand, but if I'm doing something wrong and offending people on the list, please let me know!

Thanks very much,

Rufus
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