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Re: st: moving-window products


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: moving-window products
Date   Mon, 14 Feb 2011 10:22:03 +0000

The usual trick for moving products is exp(sum(ln()). Clearly that
won't work if any of your values are zero or negative. Otherwise, take
logarithms, get the moving sum, and exponentiate.

Nick

On Mon, Feb 14, 2011 at 10:15 AM, a.carrozzone@libero.it
<a.carrozzone@libero.it> wrote:

> I have a panel dataset and I would like to compute moving-window products. For
> example, for each unit and time, I would like to have the product of the last
> 10 observations.
>
> A useful module for rolling statistics is "mvsumm", which gives rolling
> summary statistics. Do you know if there is an analogous command which also
> computes the product?
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