How to do moving sum?

[xixilin]

Hi,

I am trying to do a 3 month moving sum for variables, my data is weekly data, can anyone help me? Thank you.

Best,
Xixi Lin

[Clyde Schechter]

Since you do not describe your data, I will assume that you have a variable, week, identifying the week, and you have a variable, x, that you want the rolling sum of.

tsset week
sort week
gen cum_sum_x = sum(x)
gen moving_sum = cum_sum_x - L13.cum_sum_x

Notes:
1. The 13th lag is used because 3 months = 13 weeks.
2. This is the moving sum of the past 13 weeks (including the current week). If you want a moving sum centered around the given week it would be F6._cum_sum_x - L7.cum_sum_x. Similar modifications could be made to get a moving sum of the coming 13 weeks.

[Nick Cox]

If you have no missings, you could just do a moving average and multiply by 13. See help tssmooth.

[xixilin]

Thank you so much.

Best,
Xixi Lin