楼主: 未遇逾
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[编程问题求助] 面板数据按不同时间跨度计算波动幅度 [推广有奖]

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未遇逾 发表于 2020-11-15 10:22:03 |AI写论文

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每个公司按不同时间跨度比如2019-12-23～2019-12-31日、2019-12-31日后十个交易日、2019-12-31日后二十个交易日、2019-12-31日后三十个交易日以此内推，计算股票日回报率上升或下降的幅度。
  1. [code][CODE]
  2. * Example generated by -dataex-. To install: ssc install dataex
  3. clear
  4. input str12(Stkcd Trddt) double Dretwd
  5. "000001" "2019-12-23" -.021097
  6. "000001" "2019-12-24"  .009852
  7. "000001" "2019-12-25" -.006098
  8. "000001" "2019-12-26"  .010429
  9. "000001" "2019-12-27"  .009715
  10. "000001" "2019-12-30" -.003608
  11. "000001" "2019-12-31" -.007242
  12. "000001" "2020-01-02"  .025532
  13. "000001" "2020-01-03"  .018376
  14. "000001" "2020-01-06" -.006403
  15. "000001" "2020-01-07"  .004687
  16. "000001" "2020-01-08" -.028571
  17. "000001" "2020-01-09"  .007803
  18. "000001" "2020-01-10" -.005956
  19. "000001" "2020-01-13"  .017975
  20. "000001" "2020-01-14" -.013537
  21. "000001" "2020-01-15"  -.01432
  22. "000001" "2020-01-16" -.011501
  23. "000001" "2020-01-17"  .003674
  24. "000001" "2020-01-20"  .003661
  25. "000001" "2020-01-21" -.027356
  26. "000001" "2020-01-22"  .005625
  27. "000001" "2020-01-23" -.034183
  28. "000001" "2020-02-03" -.099743
  29. "000001" "2020-02-04"  .043603
  30. "000001" "2020-02-05"  .002055
  31. "000001" "2020-02-06"  .009569
  32. "000001" "2020-02-07" -.010156
  33. "000001" "2020-02-10" -.008208
  34. "000001" "2020-02-11"      .02
  35. "000001" "2020-02-12" -.001352
  36. "000001" "2020-02-13" -.008125
  37. "000001" "2020-02-14"  .025939
  38. "000001" "2020-02-17"  .022621
  39. "000001" "2020-02-18" -.011061
  40. "000001" "2020-02-19"  .002632
  41. "000001" "2020-02-20"  .022966
  42. "000001" "2020-02-21" -.000641
  43. "000001" "2020-02-24" -.022465
  44. "000001" "2020-02-25" -.012475
  45. "000001" "2020-02-26" -.003324
  46. "000001" "2020-02-27"  .008005
  47. "000001" "2020-02-28" -.040371
  48. "000001" "2020-03-02"      .02
  49. "000001" "2020-03-03" -.004733
  50. "000001" "2020-03-04" -.002038
  51. "000001" "2020-03-05"  .047651
  52. "000001" "2020-03-06" -.023392
  53. "000001" "2020-03-09" -.038589
  54. "000001" "2020-03-10"  .021453
  55. "000006" "2019-12-23" -.022346
  56. "000006" "2019-12-24"   .00381
  57. "000006" "2019-12-25" -.005693
  58. "000006" "2019-12-26"  .009542
  59. "000006" "2019-12-27" -.003781
  60. "000006" "2019-12-30"  .009488
  61. "000006" "2019-12-31"  .007519
  62. "000006" "2020-01-02"  .007463
  63. "000006" "2020-01-03"  .014815
  64. "000006" "2020-01-06"  -.00365
  65. "000006" "2020-01-07"  .005495
  66. "000006" "2020-01-08" -.018215
  67. "000006" "2020-01-09"  .014842
  68. "000006" "2020-01-10" -.001828
  69. "000006" "2020-01-13"  .012821
  70. "000006" "2020-01-14" -.005425
  71. "000006" "2020-01-15" -.005455
  72. "000006" "2020-01-16" -.014625
  73. "000006" "2020-01-17" -.007421
  74. "000006" "2020-01-20"  .003738
  75. "000006" "2020-01-21" -.024209
  76. "000006" "2020-01-22"  .003817
  77. "000006" "2020-01-23" -.034221
  78. "000006" "2020-02-03" -.100394
  79. "000006" "2020-02-04" -.028446
  80. "000006" "2020-02-05"  .013514
  81. "000006" "2020-02-06"  .013333
  82. "000006" "2020-02-07" -.008772
  83. "000006" "2020-02-10"  .015487
  84. "000006" "2020-02-11"  .015251
  85. "000006" "2020-02-12"  .002146
  86. "000006" "2020-02-13" -.002141
  87. "000006" "2020-02-14"  .012876
  88. "000006" "2020-02-17"  .025424
  89. "000006" "2020-02-18" -.006198
  90. "000006" "2020-02-19"  .006237
  91. "000006" "2020-02-20"  .008264
  92. "000006" "2020-02-21"  .002049
  93. "000006" "2020-02-24" -.014315
  94. "000006" "2020-02-25" -.016598
  95. "000006" "2020-02-26"  .021097
  96. "000006" "2020-02-27" -.010331
  97. "000006" "2020-02-28" -.033403
  98. "000006" "2020-03-02"  .041037
  99. "000006" "2020-03-03"  .049793
  100. "000006" "2020-03-04"  .007905
  101. "000006" "2020-03-05" -.001961
  102. "000006" "2020-03-06" -.027505
  103. "000006" "2020-03-09" -.030303
  104. "000006" "2020-03-10"  .010417
  105. end
复制代码

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关键词：面板数据 generated generate install example

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沙发
未遇逾 发表于 2020-11-15 10:24:06
  1. * Example generated by -dataex-. To install: ssc install dataex
  2. clear
  3. input str12(Stkcd Trddt) double Dretwd
  4. "000001" "2019-12-23" -.021097
  5. "000001" "2019-12-24"  .009852
  6. "000001" "2019-12-25" -.006098
  7. "000001" "2019-12-26"  .010429
  8. "000001" "2019-12-27"  .009715
  9. "000001" "2019-12-30" -.003608
  10. "000001" "2019-12-31" -.007242
  11. "000001" "2020-01-02"  .025532
  12. "000001" "2020-01-03"  .018376
  13. "000001" "2020-01-06" -.006403
  14. "000001" "2020-01-07"  .004687
  15. "000001" "2020-01-08" -.028571
  16. "000001" "2020-01-09"  .007803
  17. "000001" "2020-01-10" -.005956
  18. "000001" "2020-01-13"  .017975
  19. "000001" "2020-01-14" -.013537
  20. "000001" "2020-01-15"  -.01432
  21. "000001" "2020-01-16" -.011501
  22. "000001" "2020-01-17"  .003674
  23. "000001" "2020-01-20"  .003661
  24. "000001" "2020-01-21" -.027356
  25. "000001" "2020-01-22"  .005625
  26. "000001" "2020-01-23" -.034183
  27. "000001" "2020-02-03" -.099743
  28. "000001" "2020-02-04"  .043603
  29. "000001" "2020-02-05"  .002055
  30. "000001" "2020-02-06"  .009569
  31. "000001" "2020-02-07" -.010156
  32. "000001" "2020-02-10" -.008208
  33. "000001" "2020-02-11"      .02
  34. "000001" "2020-02-12" -.001352
  35. "000001" "2020-02-13" -.008125
  36. "000001" "2020-02-14"  .025939
  37. "000001" "2020-02-17"  .022621
  38. "000001" "2020-02-18" -.011061
  39. "000001" "2020-02-19"  .002632
  40. "000001" "2020-02-20"  .022966
  41. "000001" "2020-02-21" -.000641
  42. "000001" "2020-02-24" -.022465
  43. "000001" "2020-02-25" -.012475
  44. "000001" "2020-02-26" -.003324
  45. "000001" "2020-02-27"  .008005
  46. "000001" "2020-02-28" -.040371
  47. "000001" "2020-03-02"      .02
  48. "000001" "2020-03-03" -.004733
  49. "000001" "2020-03-04" -.002038
  50. "000001" "2020-03-05"  .047651
  51. "000001" "2020-03-06" -.023392
  52. "000001" "2020-03-09" -.038589
  53. "000001" "2020-03-10"  .021453
  54. "000006" "2019-12-23" -.022346
  55. "000006" "2019-12-24"   .00381
  56. "000006" "2019-12-25" -.005693
  57. "000006" "2019-12-26"  .009542
  58. "000006" "2019-12-27" -.003781
  59. "000006" "2019-12-30"  .009488
  60. "000006" "2019-12-31"  .007519
  61. "000006" "2020-01-02"  .007463
  62. "000006" "2020-01-03"  .014815
  63. "000006" "2020-01-06"  -.00365
  64. "000006" "2020-01-07"  .005495
  65. "000006" "2020-01-08" -.018215
  66. "000006" "2020-01-09"  .014842
  67. "000006" "2020-01-10" -.001828
  68. "000006" "2020-01-13"  .012821
  69. "000006" "2020-01-14" -.005425
  70. "000006" "2020-01-15" -.005455
  71. "000006" "2020-01-16" -.014625
  72. "000006" "2020-01-17" -.007421
  73. "000006" "2020-01-20"  .003738
  74. "000006" "2020-01-21" -.024209
  75. "000006" "2020-01-22"  .003817
  76. "000006" "2020-01-23" -.034221
  77. "000006" "2020-02-03" -.100394
  78. "000006" "2020-02-04" -.028446
  79. "000006" "2020-02-05"  .013514
  80. "000006" "2020-02-06"  .013333
  81. "000006" "2020-02-07" -.008772
  82. "000006" "2020-02-10"  .015487
  83. "000006" "2020-02-11"  .015251
  84. "000006" "2020-02-12"  .002146
  85. "000006" "2020-02-13" -.002141
  86. "000006" "2020-02-14"  .012876
  87. "000006" "2020-02-17"  .025424
  88. "000006" "2020-02-18" -.006198
  89. "000006" "2020-02-19"  .006237
  90. "000006" "2020-02-20"  .008264
  91. "000006" "2020-02-21"  .002049
  92. "000006" "2020-02-24" -.014315
  93. "000006" "2020-02-25" -.016598
  94. "000006" "2020-02-26"  .021097
  95. "000006" "2020-02-27" -.010331
  96. "000006" "2020-02-28" -.033403
  97. "000006" "2020-03-02"  .041037
  98. "000006" "2020-03-03"  .049793
  99. "000006" "2020-03-04"  .007905
  100. "000006" "2020-03-05" -.001961
  101. "000006" "2020-03-06" -.027505
  102. "000006" "2020-03-09" -.030303
  103. "000006" "2020-03-10"  .010417
  104. end
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