在做市场异象检验的时候,需要利用NYSE市场的cash flow-to-price对股票分组算出breakpoint(每年进行一次),然后根据每年不同的breakpoint对全部市场数据进行分组,请问各位大神应该怎么实现呀?
breakpoint数据
fyear group bp
1971 1 .0422475
1971 2 .0623437
1971 3 .0787273
1971 4 .0959264
1971 5 .1135385
1971 6 .1312702
1971 7 .1516866
1971 8 .1785287
1971 9 .2174128
1971 10 .9846124
1972 1 .0442141
1972 2 .0678083
1972 3 .0867215
1972 4 .1090928
1972 5 .1297651
1972 6 .1500757
1972 7 .1733266
1972 8 .2013444
1972 9 .2449079
1972 10 1.316507
全部市场数据
Cp permno fyear retx
.114894 25881 1971 .393939406
.1341114 10006 1971 .053708442
.1390865 10014 1971 .307692319
.1588164 50526 1971 .291666657
.0792379 15763 1971 .202492207
.0749624 18980 1971 .041666668
.1183729 28636 1971 .090909094
.176939 28652 1971 .09375
.2926995 21549 1971 0
.0855225 49648 1971 .097087376
.0419693 20482 1971 .109677419
.2035893 28660 1971 0


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