Sunday, March 19, 2006

st: RE: cumulative sum with depreciation

bysort Firm (year) : gen S_t = 0 by firm : replace S_t = 0.85 * S_t[_n-1] + R_t if _n > 1

Nick n.j.cox@durham.ac.uk

André Paul > 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?

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