stkcd | date |
2 | 20090305 |
2 | 20090320 |
2 | 20090411 |
2 | 20090423 |
2 | 20090519 |
2 | 20090624 |
3 | 20090103 |
3 | 20090204 |
stkcd | date | return |
2 | 20090101 | 0.01 |
2 | 20090102 | 0.01 |
2 | 20090103 | 0.01 |
2 | 20090104 | 0.01 |
2 | 20090105 | 0.01 |
2 | 20090106 | 0.01 |
2 | 20090107 | 0.01 |
2 | 20090108 | 0.01 |
2 | 20090109 | 0.01 |
2 | 20090110 | 0.01 |
2 | 20090111 | 0.01 |
2 | 20090112 | 0.01 |
2 | 20090113 | 0.01 |
2 | 20090114 | 0.01 |
然后我想对每个date取(-60,10)天的股票回报率,然后再对每只股票分别做回归,请问各位大牛这种情况下程序应该怎么处理?