Transformation of existing time series variable
Posted: Tue Jun 26, 2012 3:19 am
Hi all,
I have the following problem (in geo-science): I want to generate a new time series variable which measures the accumulated (the sum) of an existing variable "X", given that the time window is moving 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 the 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 mowing average but WITHOUT dividing by the number of observations. It would be of great help if one of you experts could look into the problem.
Regards, P.
I have the following problem (in geo-science): I want to generate a new time series variable which measures the accumulated (the sum) of an existing variable "X", given that the time window is moving 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 the 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 mowing average but WITHOUT dividing by the number of observations. It would be of great help if one of you experts could look into the problem.
Regards, P.