WebApr 12, 2024 · Briefly speaking, I need to calculate a moving average of a variable including 3 lags and the current value. I find that the command. xtset ID year. tssmooth ma movaverage = targetvariable, window (3 1) works fine, since it manages very well the missing values but it has a drawback; it provides values for each year, including the first three ones. WebMar 27, 2016 · Then the moving average is obtained by adding these 4 values and dividing by 4. This whole process should be repeated for each cohort between 1930, 3rd quarter …
Time series in Stata®, part 6: Moving-average smoothers
WebI knew -tssmooth ma- can be used for moving averages, but I was not aware of a similar command for standard deviations so I did the following exercise for the moving standard deviation yesterday: /* Create hypothetical data */. clear. set obs 50. gen year = 1951 if _n==1. replace year = year [_n-1] + 1 if _n!=1. WebJan 28, 2024 · Sorted by: 0. This is just a running mean or moving average. (For some reason, running average and moving mean aren't expressions I ever hear.) So you need to tsset or xtset your data and then look at help tssmooth ma. Share. Follow. answered Jan 28, 2024 at 14:47. Nick Cox. tackle warehouse revenue
Smoothing by using Stata – HKT Consultant
WebJun 26, 2012 · A Stata solution: Use tssmooth ma myvar_ma = myvar, w(24) to create a moving average. Missings will be ignored. Create an indicator gen ismiss = … http://personal.colby.edu/personal/l/lobrien/ma397/stata7.pdf WebAug 25, 2024 · My Stata 15.1 interface. My Stata version 15.1 (the latest is Stata 16) interface is shown above which I am using on a PC. Here I am using the classic color scheme, which I find easy on the eyes ... tackle warehouse shirt