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Re: st: moving average of the last 55 time points


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: moving average of the last 55 time points
Date   Mon, 30 Jan 2012 08:58:16 +0000

Check out -filter()- from -egenmore- (SSC).

Nick

On Mon, Jan 30, 2012 at 8:45 AM, Juan Fernandez
<juanjfernandezgonzalez@gmail.com> wrote:

> I am trying to obtain moving averages that take into account the
> previous 55 time points (in this case, years) in a panel data setting.
> However I cannot find any Stata command that can solve the problem. To
> my knowledge, -egen, ma()- doesn't do the trick because it cannot be
> combined with -by-. Moreover, -tssmooth ma, window()- doesn't do it
> either because it is limited in the number of lags it can consider.
>
> Is there any way to calculate a moving average for each case that
> takes into account the last 55 time data points (even if there are
> some isolated missings in a few years)?
>
> The data structure is as follows:
>
> Country                   Year         IV
> 1                              1945       20
> 1                              1946       33
> ...                              ...         ...
> 1                              2000       36
> 2                              1945       31
> 2                              1946       27
> ...                              ...         ...
> 2                              2000       29
>

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