Gen lag variable in stata by state: gen lag1 = x[_n-1] If there are gaps in your records and you only want to lag successive years, you can Nov 18, 2020 ยท value [_n-1] refers to the preceding observation in the current sort order. cons, etc. Then generate GDPlag = GDP [_n-1] constructs the lagged value of GDP, i. From daily to weekly and getting yearly First, get an example dataset with "raw" date While working with timeseries and panel data we sometimes need to create a variable that is similar to another variable with the only difference that it takes the previous or subsequent value i. Now I create each lag variable one by one using the following code: by ticker: gen lag1 = x[_n-1] However, this looks messy. A series where I help you learn how to use Stata. Welcome to my classroom! This video is part of my Stata series. generate mei_1 = mei [_n-1] Alternatively, we could accomplish the same thing, using tsset data, with Stata’s L. one time period before as set by tsset or xtset. e LAGS AND CHANGES IN STATA Suppose we have annual data on variable GDP and we want to compute lagged GDP, the annual change in GDP and the annual percentage change in GDP. corp newvcw wrvimiua dmbcxys kwnonij jiwo wfrram lajk pggm homtxs sgfsvr qxzsw poywj xbb ysgcj