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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 ( Windows users should not attempt to download these files with a web browser.
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