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From |
Nick Cox <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Average of previous years |

Date |
Mon, 11 Apr 2011 15:02:12 +0100 |

I agree with Charles. I wouldn't write out a long expression for longer windows. The question said 5 and there is a easy and direct solution. But I wouldn't stop at two when counting. This technique is often overlooked, for example: bysort panelid (time) : gen double sum = sum(myvar) by panelid : gen double mean = (sum[_n-1] - sum[_n-6])/5 Most simple code will need fixing for missings and irregular spacing. Nick On Mon, Apr 11, 2011 at 2:48 PM, Charles Koss <[email protected]> wrote: > There are two other ways for obtaining the same results, by using the > tsmooth command. In the first case, you need to place dots while in > the second case you need an auxiliary series. In conclusion, for the > problem at hand, Dr. Cox's code is the fastest way to go. However, at > greater windows (say 20) is ineficient. Take a look at the following > code, I think the second case is the least prone to error. > > //START > clear > webuse bsales > line sales t > generate float salesm5= (l.sales+l2.sales+l3.sales+l4.sales+l5.sales)/5 > > //First CASE > tssmooth ma sm2 = l5.sales, window(0 1 4) > //replace values in obs 2 to 5 > replace sm2 = . in 2 > replace sm2 = . in 3 > replace sm2 = . in 4 > replace sm2 = . in 5 > > //Second CASE > //aux ser =sm1 > tssmooth ma sm1 = sales, window(0 1 4) > generate float salesm5ma = l5.sm1 > //END > > Charles > > -- > Charles Koss > http://charlesonnet.blogspot.com > > > On Sat, Apr 9, 2011 at 1:02 PM, Nick Cox <[email protected]> wrote: >> gen y = (L1.x + L2.x + L3.x + L4.x + L5.x) / 5 >> >> !!! >> >> On Sat, Apr 9, 2011 at 5:19 PM, Nick Cox <[email protected]> wrote: >>> Suppose you have -tsset- your data. Then this is >>> >>> gen y = (L1.x + L2.x + L3.x + L4.x + L5.x) >>> >>> Nick >>> >>> On Sat, Apr 9, 2011 at 4:29 PM, emanuele mazzini >>> <[email protected]> wrote: >>>> >>>> i do have the following problem in generating a new variable: I need >>>> to generate a variable which takes the value of the average values of >>>> the five preceding years of another variable that I have in my >>>> dataset. >>>> In other words, supposing my new variable is y at time t, I need that >>>> its value is equal to the average of another variable (say x) from t-1 >>>> to t-5. >>>> >>>> Since I am just beginning in using Stata anyone knows how can I deal >>>> with this or find any help? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Average of previous years***From:*emanuele mazzini <[email protected]>

**Re: st: Average of previous years***From:*Nick Cox <[email protected]>

**Re: st: Average of previous years***From:*Nick Cox <[email protected]>

**Re: st: Average of previous years***From:*Charles Koss <[email protected]>

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