stata用eventstudy2命令进行事件研究法报错

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stata用eventstudy2命令进行事件研究法，计算完AR，在计算AR显著性的时候总是报错variable __00000X not found。求助是什么原因。代码：
eventstudy2 Security_id Date using "security_returns.dta", returns(Return) model(MM) marketfile("market_returns000002.dta") marketreturns(rmt)

运行过程：
Generating dateline ...
...succeeded
Preparation of event list ...
...succeeded
Preparation of security return data...
...succeeded
Merging event dates and stock market data...
...succeeded
Calculating abnormal returns...
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...succeeded
Assessing statistical significance of abnormal returns...
variable __00000X not found
r(111);

.

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关键词：Events Event 事件研究法 study Stata

同问！！

您好请问我在Merging event dates and stock market data...这里报错variable __000008 not found，您知道是为什么吗

LouLou 发表于 2021-10-7 17:07
您好请问我在Merging event dates and stock market data...这里报错variable __000008 not found，您知道 ...

同学，想问您的问题解决了么，我也是00008未找到...求回复

同问！！请问楼主解决了吗？

同问楼主解决这个问题了吗！

https://bbs.pinggu.org/forum.php?mod=viewthread&tid=7775441

gallon 发表于 2021-10-24 15:14
同学，想问您的问题解决了么，我也是00008未找到...求回复

同问呜呜呜

同问！！！我也遇到这个问题啊啊啊啊

梨窝肥鸡 发表于 2023-4-4 14:11
同问！！！我也遇到这个问题啊啊啊啊

我也是 请问解决没