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st: Generate a more complex lagged variable

From   Ari Dothan <>
To   statalist <>
Subject   st: Generate a more complex lagged variable
Date   Tue, 1 Feb 2011 18:30:21 +0200

Hi all,
In the formula H_t=a*H_t-1+(1-a)*P_t-1, P is an existing variable per firm/year.
Assuming that H[2]=P[1], and taking a=0.1: How can I build the column
of H_t by firm?
Since it understands [x] as weights, Stata indicates that "weights are
not allowed", so my problem becomes the specific calculation of each
observation in the H_t column.
Can anyone suggest a solution
Thanks very much

Ari Dothan
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