Generating - transformation of a time series variable
Hi all,
I have the following problem: I want to generate a new time series variable which measures the accumulated (the sum) of an existing variable "X". The new variable is a sum inside a given moving time window with a constant width of let say 40 years. More precisely - the new variable is generating in the following way: Let the sum of the first 40 observations from time point t = 1 to t = 40 represents the first observation, the second observation is the sum of the observations from t = 2 to time point t = 41, the third observation is the sum of observations from t = 3 to t = 42 etc. The constant time window of 40 years is moving by one step at the time. It's like a moving average but WITHOUT dividing by the number of observations. I hope one of you Shazam experts could look into the problem - it would be of great help.
Regards, P.