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R: Re: st: moving-window products
From
"[email protected]" <[email protected]>
To
<[email protected]>
Subject
R: Re: st: moving-window products
Date
Mon, 14 Feb 2011 13:32:10 +0100 (CET)
That works, thanks Nick!
>----Messaggio originale----
>Da: [email protected]
>Data: 14-feb-2011 11.22
>A: <[email protected]>
>Ogg: Re: st: moving-window products
>
>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, [email protected]
><[email protected]> 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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