Max Value in Previous 365 days

[Hans Schubert]

Hello,
I need to return in the wanted column, the maximum value for the prb2 variable, in the previous 365 days from the ddate column
In the example 40.4959 is returned as it is the highest prb2 value in the previous 365 days.
The countback should not include the prb2 for the current date i.e do not include the prb2 for 12-Oct-20, only the 365 days previous to this date should be looked at
Thank you,
Hans

* Example generated by -dataex-. For more info, type help dataex
clear
input str9 ddate float(prb2 wanted)
"06-May-19"      25       .
"12-Jun-19"      25       .
"10-Jul-19" 82.6446       .
"01-Aug-19"      81       .
"17-Aug-19" 32.6531       .
"28-Aug-19"      25       .
"13-Sep-19"     100       .
"29-Sep-19"   56.25       .
"01-Nov-19"  2.7778       .
"19-Nov-19"  2.3669       .
"04-Jun-20"       0       .
"13-Jul-20"  2.3669       .
"22-Aug-20" 40.4959       .
"31-Aug-20" 19.7531       .
"12-Oct-20" 12.7551 40.4959
end

[Hans Schubert]

Thank you, I found a solution to my query, with rangestat


rangestat (max) prb2, int(ddate -365 -1) by (......)

*note ddate is incorrectly formatted as a string in the dataex above (pasted from excel into stata)

[Attaullah Shah]

You can also try asrol

ssc install asrol

asrol prb2, window(ddate -365 -1) by(company) stat(max)

And if you have stocks data, then use -252 in the window instead of 365 due to the two-days off in a week,

[Hans Schubert]

Thank you for the information Attaullah.

Regarding rangestat is it possible to generate a second variable in this scenario...

rangestat (sum) runs1, int(ddate -10 -1) by (county) -------------------- works fine, outputs a new variable runs1_sum

now I want to sum with rangestat again, this time by (country)

rangestat (sum) runs1, int(ddate -10 -1) by (country)
cannot create -runs1_sum-; variable(s) already defined------------------will not work as of course runs1_sum is already defined in the dataset

Is there any way around this without having to drop the runs1_sum every time I change the 'by' variable?

Thank you

[Nick Cox]

The answer to #4 is that you just need to specify a new variable name if the name that rangestat would make up is already taken.

rangestat (sum) runs_sum_country=runs1, int(ddate -10 -1) by (country)

[Hans Schubert]

Thanks Nick, much appreciated.