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ASROL: Stata module to generate rolling window / groups descriptive statistics

Author

Listed:
  • Attaullah Shah

    () (Institute of Management Sciences)

Abstract

asrol calculates descriptive statistics in a user's defined rolling-window or over a grouping variable. asrol can efficiently handle all types of data structures such as data declared as time series or panel data, undeclared data, or data with duplicate values, missing values or data having time series gaps. asrol uses efficient coding in the Mata language which makes this version extremely fast as compared to its previous versions or other available programs. The speed efficiency matters more in large data sets. While writing the source code of asrol, I took utmost care in selecting the most efficient choices among available options. Therefore, every line of code had to undergo several tests to ensure accuracy and speed. In fact, there is a long list of built-in routines which are meant for different data structures. asrol intelligently identifies data structures and applies the most relevant routine from its library. Hence, asrol speed efficiency is ensured whether the data is rectangular (balanced panel), non-rectangular, has duplicates, has missing values, or has both duplicates and missing values.

Suggested Citation

  • Attaullah Shah, 2015. "ASROL: Stata module to generate rolling window / groups descriptive statistics," Statistical Software Components S458075, Boston College Department of Economics, revised 21 Dec 2017.
  • Handle: RePEc:boc:bocode:s458075 Note: This module should be installed from within Stata by typing "ssc install asrol". 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/a/asrol.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/a/asrol.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/l/lasrol.mlib
    File Function: Mata object library
    Download Restriction: no

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