I have currency spot rate panel data month/country. For each country, at time t, I am trying to generate a variable that would give me the average spot rate average between t-4.5 year and t-5.5 years. In other words, the spot rate average between month t-54 and month 66.
My data look as follow:
I could not find a similar dataset (monthly panel data), so I'd be happy to adapt the solution from daily time series data. Instance:
Thank you in advance
My data look as follow:
Code:
ym Country Spot_T_Con 1973m8 Euro 1.804785 1973m9 Euro 1.820527 1973m10 Euro 1.804761 1973m11 Euro 1.715059 1973m12 Euro 1.702131 1974m1 Euro 1.603125 1974m2 Euro 1.623765 1974m3 Euro 1.718324 1974m4 Euro 1.735353 … … … 1978m1 Euro 1.497064 1978m2 Euro 1.521075 1978m3 Euro 1.528731 1978m4 Euro 1.509551 1978m5 Euro 1.500049 1978m6 Euro 1.520005 1978m7 Euro 1.550397 1978m8 Euro 1.575279 1978m9 Euro 1.600133 1978m10 Euro 1.714607 1978m11 Euro 1.580072 1978m12 Euro 1.648871 1979m1 Euro 1.613518 1979m2 Euro 1.625079 1979m3 Euro 1.621817 1979m4 Euro 1.605765 1979m5 Euro 1.596492 1979m6 Euro 1.641727 1979m7 Euro 1.64986 … … … 1973m8 Australia 1.418551 1973m9 Australia 1.489816 1973m10 Australia 1.488314 1973m11 Australia 1.486247 1973m12 Australia 1.48958 … … … 1994m1 Canada 0.753943 1994m2 Canada 0.739519 1994m3 Canada 0.723282 1994m4 Canada 0.723875 1994m5 Canada 0.721248 1994m6 Canada 0.723802 1994m7 Canada 0.723536
Code:
sysuse bbispot(ask).dta, clear ** 4.5-.5.5 years close rolling average?
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