Dear Statalisters,

I have developed a new Stata command that generates new variables based on time-series transformations. Of particular interest might be the computation of backward and forward means, and deviations from those means. Backward and forward mean deviations are also known as backward orthogonal and forward orthogonal deviations.

For completeness, it can also mimic the familiar time-series operators L#., F#., D#., and S#., but it has the advantage that multiple transformations can be performed by typing only a single command line in your do-files. (It also circumvents a Stata bug with zeroth seasonal differences, S0., that I have described here.)

The program can be installed by typing

net from "http://www.kripfganz.de/stata/"

in Stata’s command window.

A help file that documents the command syntax and the available options can be accessed by typing

help tstransform

I plan to add other transformations in future updates. Comments and suggestions for additional transformations are welcome.

I have developed a new Stata command that generates new variables based on time-series transformations. Of particular interest might be the computation of backward and forward means, and deviations from those means. Backward and forward mean deviations are also known as backward orthogonal and forward orthogonal deviations.

For completeness, it can also mimic the familiar time-series operators L#., F#., D#., and S#., but it has the advantage that multiple transformations can be performed by typing only a single command line in your do-files. (It also circumvents a Stata bug with zeroth seasonal differences, S0., that I have described here.)

The program can be installed by typing

net from "http://www.kripfganz.de/stata/"

in Stata’s command window.

A help file that documents the command syntax and the available options can be accessed by typing

help tstransform

I plan to add other transformations in future updates. Comments and suggestions for additional transformations are welcome.

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