New xtrevu program for reversing the order of time series and panel data

[Ilya Bolotov]

xtrevu [varlist] [if] [in] [, options] : stata_cmd

xtrevu (downloadable from SSC) reverses the order of values of time series and/or panel data variables, either by substituting the original values, via replace, or by creating new variables with a prefixed identifier, via prefix(). If a "colon" command is provided, i.e., : stata_cmd, an estimation procedure is executed on the inverted variables. The results of this estimation, including predictions, xb(), residuals residuals(), and others, stdp(), are stored as either existing variables or new ones. Additionally, a comprehensive post-estimation command can be executed via postestimation().


Examples:

        . *time series (an AP(1) model!):
        . sysuse gnp96.dta, clear
        . xtrevu gnp96, prefix(rv_): arima rv_gnp96, arima(1,0,0)

        . *panel data:
        . sysuse xtline1.dta, clear
        . xtrevu calories, prefix(rv_)
        . xtrevu calories: xtreg calories day

[Ilya Bolotov]

You can combine xtrevu with arimaauto and perform AUTOAPIMA, where P is progressive aka "future-autoregressive" ARIMA