EconPapers    
Economics at your fingertips  
 

ROLLSTAT: Stata module to compute rolling-window statistics for time series or panel data

Máximo Sangiácomo and Demian Panigo ()

Statistical Software Components from Boston College Department of Economics

Abstract: rollstat generates a variable named _`statistic´`w´_varname (i.e. _sd3_gdp for the 3 period standard deviation of GDP) containing the rolling calculation of the specified statistic with window size defined in option w.

Language: Stata
Requires: Stata version 10
Keywords: descriptive statistics; moving window; panel data (search for similar items in EconPapers)
Date: 2013-01-17, Revised 2013-01-24
Note: This module should be installed from within Stata by typing "ssc install rollstat". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rollstat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rollstat.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457582

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

 
Page updated 2024-07-21
Handle: RePEc:boc:bocode:s457582