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st: calculating a mean value using the rolling command


From   Nat Tharnpanich <[email protected]>
To   [email protected]
Subject   st: calculating a mean value using the rolling command
Date   31 Mar 2011 02:43:44 +0100

Dear all,
I would like to calculate rolling mean values of a variable in overlapping time periods using rolling command in STATA. I typed

rolling, window(20) clear: egen avg = mean(var name)

However, STATA returned r(N) which is the number of years in the sample rather that the mean value I wanted. What have I done wrong???

Thank you so much.
Nat

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