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所在主题：各位大神，请教下如何按日期计算交易天数并求平均值
文件名: 人大求助数据.dta
资料下载链接地址: https://bbs.pinggu.org/a-2379751.html
附件大小: 5.93 KB 举报本内容
各位大神：这个数据包是日数据，我想得到每只股票的日收益率（return）的绝对值的月平均值，但是每只股票交易日期和交易天数都不同，stata能否实现呢，是不是通过提取日期变量来实现呢，万分感谢！！！ * Example generated by -dataex-. To install: ssc install dataex clear input str7 stkcd str10 ymd float return `"000001""' "2006/12/29".032097 `"000001""' "2006/12/28".024105 `"000001""' "2006/12/27".034769 `"000001""' "2006/12/26" -.008989 `"000001""' "2006/12/25".026134 `"000001""' "2006/12/22" -.011398 `"000001""' "2006/12/21" -.025907 `"000001""' "2006/12/20" -.005155 `"000001""' "2006/12/19" 0 `"000001""' "2006/12/18".017228 `"000001""' "2006/12/15" -.002242 `"000001""' "2006/12/14" -.002237 `"000001""' "2006/12/13"-.03802 `"000001""' "2006/12/12".029542 `"000001""' "2006/12/11".030441 `"000001""' "2006/12/8"-.019403 `"000001""' "2006/12/7" .023682 `"000001""' "2006/12/6" .010811 `"000001""' "2006/12/5"-.015209 `"000001""' "2006/12/4" .058776 `"000001""' "2006/12/1"-.018182 `"000001""' "2006/11/30".022635 `"000001""' "2006/11/29".004058 `"000001""' "2006/11/28" -.020668 `"000001""' "2006/11/27" -.007886 `"000001""' "2006/11/24".002372 `"000001""' "2006/11/23" -.017857 `"000001""' "2006/11/22".088757 `"000001""' "2006/11/21".100465 `"000001""' "2006/11/20" .04572 `"000001""' "2006/11/17" -.012488 `"000001""' "2006/11/16".000962 `"000001""' "2006/11/15".033797 `"000001""' "2006/11/14" -.001984 `"000001""' "2006/11/13" -.023256 `"000001""' "2006/11/10"-.01244 `"000001""' "2006/11/9" .040837 `"000001""' "2006/11/8" .000997 `"000001""' "2006/11/7" .017241 `"000001""' "2006/11/6" .029228 `"000001""' "2006/11/3" .023504 `"000001""' "2006/11/2" .006452 `"000001""' "2006/11/1"-.026178 `"000002""' "2006/12/29".025914 `"000002""' "2006/12/28" -.009868 `"000002""' "2006/12/27".008626 `"000002""' "2006/12/26".004667 `"000002""' "2006/12/25".032347 `"000002""' "2006/12/20" .0349 `"000002""' "2006/12/19" -.007774 `"000002""' "2006/12/18".067925 `"000002""' "2006/12/15".030327 `"000002""' "2006/12/14" -.004644 `"000002""' "2006/12/13" -.002317 `"000002""' "2006/12/12" .01251 `"000002""' "2006/12/11".099742 `"000002""' "2006/12/8" -.04906 `"000002""' "2006/12/7" -.0216 `"000002""' "2006/12/6"-.015748 `"000002""' "2006/12/5" .024194 `"000002""' "2006/12/4" .024793 `"000002""' "2006/12/1" .010017 `"000002""' "2006/11/30".100092 `"000002""' "2006/11/29".003687 `"000002""' "2006/11/28" -.002757 `"000002""' "2006/11/27".007407 `"000002""' "2006/11/24"-.03139 `"000002""' "2006/11/23".013636 `"000002""' "2006/11/22" -.0161 `"000002""' "2006/11/21" -.006222 `"000002""' "2006/11/20".071429 `"000002""' "2006/11/17".035503 `"000002""' "2006/11/16".019095 `"000002""' "2006/11/15".069892 `"000002""' "2006/11/14".008677 `"000002""' "2006/11/13" .00655 `"000002""' "2006/11/10".003286 `"000002""' "2006/11/9" .07034 `"000002""' "2006/11/8"-.025143 `"000002""' "2006/11/7" .021004 `"000002""' "2006/11/6" .040049 `"000002""' "2006/11/3" .019802 `"000002""' "2006/11/2" -.00615 `"000002""' "2006/11/1"-.007326 `"000004""' "2006/12/29" .025 `"000004""' "2006/12/28" -.040767 `"000004""' "2006/12/27" -.004773 `"000004""' "2006/12/26" -.034562 `"000004""' "2006/12/25" -.006865 `"000004""' "2006/12/22".018648 `"000004""' "2006/12/21".002336 `"000004""' "2006/12/20".009434 `"000004""' "2006/12/18".039216 `"000004""' "2006/12/15" -.004878 `"000004""' "2006/12/14".002445 `"000004""' "2006/12/13" -.002439 `"000004""' "2006/12/12" -.004854 `"000004""' "2006/12/11".019802 `"000004""' "2006/12/8"-.021792 `"000004""' "2006/12/7"-.002415 end 复制代码
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