IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this software component

MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel

Listed author(s):
  • Nicholas J. Cox


    (Durham University)

  • Christopher F Baum


    (Boston College)

mvsumm computes a moving-window descriptive statistic for tsvar which must be a time series variable under the aegis of tsset. If a panel calendar is in effect, the statistic is calculated for each time series within the panel. The moving-window statistic is placed in a new variable, specified with the generate() option. The statistics available include minimum, maximum, other key percentiles, mean and standard deviation: one of these and/or other statistics returned by summarize, or easily computable from what it returns, may be specified. aweights or fweights may be specified. Although mvsumm works with unbalanced panels (where the start and/or end points differ across units), it does not allow gaps within the observations of a time series; that is, the value of an observation for a given period may be missing, but the observation itself must be defined. Gaps in time series may be dealt with via the tsfill command. mvsumm7 may be used by Stata 7 users.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
File Function: program code
Download Restriction: no

File URL:
File Function: help file
Download Restriction: no

File URL:
File Function: program code
Download Restriction: no

File URL:
File Function: help file
Download Restriction: no

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S426401.

in new window

Programming language: Stata
Requires: Stata version 8.0 (7.0 for mvsumm7)
Date of creation: 23 Jul 2002
Date of revision: 14 Nov 2007
Handle: RePEc:boc:bocode:s426401
Note: This module may be installed from within Stata by typing "ssc install mvsumm". Windows users should not attempt to download these files with a web browser.
Contact details of provider: Postal:
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA

Phone: 617-552-3670
Fax: +1-617-552-2308
Web page:

More information through EDIRC

Order Information: Web:

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s426401. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.