Sum up variable from certain observation

[Juan Gonzalex]

Hi,

My data is as following:

* Example generated by -dataex-. For more info, type help dataex
clear
input double TermSpread float(time Year DTS_arma31_fcst)
1.13 748 2007            .
 1.1 749 2007            .
1.15 750 2007            .
1.12 751 2007            .
1.18 752 2007  -.001226591
  .9 753 2007  -.001226591
 .98 754 2007  -.006479398
1.04 755 2007    .02269019
 .93 756 2007  -.008195256
 .68 757 2007  -.006479398
 .65 758 2008   .008105395
 .67 759 2008     .0201164
 .68 760 2008  .0012419632
 .59 761 2008  -.003047682
 .61 762 2008 -.0021897529
  .6 763 2008   .006389538
 .67 764 2008  -.003047682
 .73 765 2008 -.0004738948
 .62 766 2008  -.007337327
 .55 767 2008  -.006479398
  .6 768 2008   .008105395
 .59 769 2008    .00467368
  .8 770 2008  -.005621469
1.17 771 2008 -.0004738948
 1.3 772 2008   -.01934833
1.31 773 2008    -.0330752
1.31 774 2008  -.012484902
1.27 775 2008 -.0021897529
1.41 776 2008  -.001331824
1.57 777 2008  .0020998924
1.71 778 2008   -.01334283
end

I would like Stata to take the last TermSpread with missing values of DTS_arma31_fcst and from there add up DTS_arma31_fcst. So in this case, take the TermSpread of 1.12 and sum up -.001226591, then take the outcome and sum up the next DTS_arma31_fcst, and so on.

How can I do this?

Thanks

[Salvatore Viola]

Dear Juan,

Thank you for your question. I am, however, still a little unsure what you mean. Do you just want a summation of the DTS_arma31_fcst variable? Do you want a summation of DTS_arma31_fcst with the value of TermSpread? I think some clarification would be helpful to find a solution to your question.

Best,
Salvatore

[Juan Gonzalex]

Dear Juan,

Thank you for your question. I am, however, still a little unsure what you mean. Do you just want a summation of the DTS_arma31_fcst variable? Do you want a summation of DTS_arma31_fcst with the value of TermSpread? I think some clarification would be helpful to find a solution to your question.

Best,
Salvatore

Hi Salvatore,

I want Stata to take the TermSpread of 1.12 and sum up -.001226591, then take the outcome and sum up the next DTS_arma31_fcst, and so on. So it's basically generate a new variable where the start point is 1.12 and from there calculate the cumulative value of that 1.12 + DTS_arma31_fcst. So it has to ignore the TermSpread after the 1.12 and just take the cumulative value of 1.12 + the next DTS_arma31_fcst.

[Salvatore Viola]

Dear Juan,

There is a pretty simple way to do this. It does require that you manually add 1.12, however, there are other (more complicated) options if you wanted it to do that automatically.

gen sumDTS = sum(DTS_arma31_fcst) + 1.12

The code creates a new variable which makes a running sum of the DTS variable. I have named it sumDTS.

I hope this helps to answer your question.

Best,
Salvatore

[Hemanshu Kumar]

Perhaps this?

gen init = TermSpread[_n-1] if missing(DTS_arma31_fcst[_n-1]) & !missing(DTS_arma31_fcst)
replace init = init[_n-1] if missing(init)
gen sumDTS = sum(DTS_arma31_fcst) + init
drop init

[Juan Gonzalex]

Perhaps this?

gen init = TermSpread[_n-1] if missing(DTS_arma31_fcst[_n-1]) & !missing(DTS_arma31_fcst)
replace init = init[_n-1] if missing(init)
gen sumDTS = sum(DTS_arma31_fcst) + init
drop init

Exactly what I wanted, thank you very much