To generate lag values of a variable in Stata, you can use the “l.” prefix followed by the number of lags you want to create. Here’s an example of how to generate one lag of a variable named “variable” in the below example: Step-1: First need to declare your data as time series or panel …
In this article, we will learn about calculating descriptive statistics (rolling mean, median, standard deviation etc) and rolling beta using a command called rangestat. If you have not installed this command, you can install it by using the following command in Stata: ssc install rangestat You can check all its functions using the help command …
In real-world, it’s quite common to have missing values in panel data or time series data, which can result in unbalanced panels for panel data and problems in data analysis for time series data. These missing observations can occur due to a variety of reasons. For example, macroeconomics data could not be accessible for all …
Filling Gaps in Time series or Panel Data in Stata Read More »
This article goes over the process of creating a business calendar in Stata. There are several advantages of having a business calendar in Stata as compared to using a simple date variable which we will explore in subsequent sections. To look at business calendars in Stata, we will use an example dataset which has the …
How to Create and use Business Calender in Stata Read More »
In field of finance and econometrics, we need to measure the movement of assets according to market movement or Market Beta. Nothing in finance remain constant over time. Cost, finances, and revenues changes from time to time, so we have to move towards the method of moving averages and many like these. So, method of …
Estimate Rolling Regression or Rolling Beta in Stata Read More »
