Sunday, March 19, 2006

st: cumulative sum with depreciation

Dear all,

I would like to build a stock variable with declining balance depreciation:

S_t=0.85*S_t-1 + R_t (the initial value is always 0)

The data (an unbalanced panel) looks like:

Firm year R 2 1980 0 2 1981 1 2 1982 0 2 1983 7 2 1984 9 2 1985 4 2 1986 3 3 1994 0 3 1995 0 3 1996 0 3 1997 1 3 1998 0 . . .

But I couldn't find a way to build the variable "S", can anybody help me?

Thanks in advance, André

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