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st: Mean calculation under consideration of different dates


From   shausen@smail.uni-koeln.de
To   statalist@hsphsun2.harvard.edu
Subject   st: Mean calculation under consideration of different dates
Date   Thu, 06 Jan 2011 19:43:36 +0100

Hi everybody
I consider myself as a Stata beginner and I guess that a more advanced user should easily solve this problem.

I've got a large dataset that includes forecasts of growth rates for different periods reported by different analysts at different dates. I already sorted the data to make sure that the analysts forecasts refer to the same firm and the same date. In anext step the mean of the analysts growth rate forecasts should be calculated under the assumption that only those forecasts should be taken into account that were issued maximum 90 days prior to the forecast of a certain analyst.
analyst   est date    forecast   mean
11       15.Feb 2010    0,3      0,225
22       08.Jan 2010    0,2      0,3
33       01.Jan 2010    0,25
44       01.Nov 2009    0,35

The mean calculation for analyst 11 for example consists of the forecasts of analyst 22 and analyst 33 to be in line with the maximum 90 days assumption. In addition the analysts own forecast should not be considered when calculating the mean but I guess Stata does it automatically.
Any hints or tips are warmly welcomed.
Thanks in advanced

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