My regression model looks like this: Investment (t) = %Sales_growth (t-1). In other words I am regressing investment at time (t) against the sales growth in time (t-1) i.e. the % difference between sales from time t-3 to t-2.
First thing first, I want to create this lagged sales variable i.e. %Sales_growth (t-1). My sample data looks like this. Please help me in generating this percentage lagged variable. Many thanks.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str13 firmid int time float(sales investment) "AA/ LN Equity" 2014 984 . "AA/ LN Equity" 2015 935 .0367722 "AA/ LN Equity" 2016 933 -.0252055 "AA/ LN Equity" 2017 960 .0231823 "AAL LN Equity" 2005 29434 . "AAL LN Equity" 2006 24991 .0419541 "AAL LN Equity" 2007 25470 .1212917 "AAL LN Equity" 2008 26311 .2453867 "AAL LN Equity" 2009 20858 .0799992 "AAL LN Equity" 2010 27960 .0526746 "AAL LN Equity" 2011 30580 .0851836 "AAL LN Equity" 2012 28680 .1491262 "AAL LN Equity" 2013 29342 .0795582 "AAL LN Equity" 2014 27073 .0848872 "AAL LN Equity" 2015 20455 .0369792 "AAL LN Equity" 2016 21378 .0187261 "AAL LN Equity" 2017 26243 .0466211 "AAL LN Equity" 2018 27610 .0609226 "ABF LN Equity" 2005 5622 . "ABF LN Equity" 2006 5996 .125 "ABF LN Equity" 2007 6800 .0767098 "ABF LN Equity" 2008 8235 .0924069 "ABF LN Equity" 2009 9255 .0885781 "ABF LN Equity" 2010 10167 .0813683 "ABF LN Equity" 2011 11065 .0915159 "ABF LN Equity" 2012 12252 .0744952 "ABF LN Equity" 2013 13315 .0628906 "ABF LN Equity" 2014 12943 .0665124 "ABF LN Equity" 2015 12800 .0567227 "ABF LN Equity" 2016 13399 .0776006 "ABF LN Equity" 2017 15357 .0385021 "ABF LN Equity" 2018 15574 .0778298 "ACA LN Equity" 2010 975.021 . "ACA LN Equity" 2011 1217.92 .0927895 "ACA LN Equity" 2012 1011.74 .1034879 "ACA LN Equity" 2013 929.004 .1120461 "ACA LN Equity" 2014 930.248 .1062158 "ACA LN Equity" 2015 868.131 .0747158 "ACA LN Equity" 2016 1053.53 .0852371 "ACA LN Equity" 2017 751.515 .0628966 "ADM LN Equity" 2007 364.134 . "ADM LN Equity" 2008 422.806 .0130009 "ADM LN Equity" 2009 507.5 .011637 "ADM LN Equity" 2010 640.8 .0094276 "ADM LN Equity" 2011 870.3 .0095093 "ADM LN Equity" 2012 984.3 .0041684 "ADM LN Equity" 2013 924.4 .0031521 "ADM LN Equity" 2014 884.6 .0145662 "ADM LN Equity" 2015 904.8 .0123275 "ADM LN Equity" 2016 1016.8 .0075195 "ADM LN Equity" 2017 1128.9 .00467 "ADM LN Equity" 2018 1265.2 .0040791 "ADN LN Equity" 2007 347.843 . "ADN LN Equity" 2008 430.086 .0797848 "ADN LN Equity" 2009 421.897 -.01243 "ADN LN Equity" 2010 638.2 .0314421 "ADN LN Equity" 2011 784 .0029238 "ADN LN Equity" 2012 869.2 .0026331 "ADN LN Equity" 2013 1078.5 .0223265 "ADN LN Equity" 2014 1117.6 -.0136599 "ADN LN Equity" 2015 1169 .0250423 "ADN LN Equity" 2016 1007.1 .0116181 end
0 Response to percentage change of lagged variable
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