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

Author

Listed:
  • Nicholas J. Cox

    (Durham University)

  • Christopher F Baum

    (Boston College)

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Nicholas J. Cox & Christopher F Baum, 2002. "MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel," Statistical Software Components S426401, Boston College Department of Economics, revised 14 Nov 2007.
    • Handle: RePEc:boc:bocode:s426401
    Note: This module may be installed from within Stata by typing "ssc install mvsumm". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/m/mvsumm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/mvsumm.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/mvsumm7.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/mvsumm7.hlp
    File Function: help file
    Download Restriction: no
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