以下用stata中的示例数据集演示如何计算移动平均数

*首先：调用数据集
webuse airacc,clear

*其次，设定面板数据
xtset airline time

*求当期与前两期的移动平均数
gen moving_average1 = (pmiles + L1.pmiles + L2.pmiles)/3

*需要安装 ssc install egenmore
*上一个命令等价于
egen moving_average2 = filter(pmiles) , coef(1 1 1) lags(0/2) normalise

*如果要使用权重
gen moving_average3 = (pmiles + 2*L1.pmiles + L2.pmiles)/4
*等价于

egen moving_average4 = filter(pmiles) , coef(1 2 1) lags(0/2) normalise


*算领先一期的移动平均
gen moving_average5= (F1.pmiles+ pmiles + L1.pmiles)/3
*等价于
egen moving_average6= filter(pmiles), coef(1 1 1) lags(-1/1) normalise


参考资料：
*https://www.stata.com/support/fa ... ges-and-panel-data/