周个股回报率

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1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input byte Stkcd long Year double Wretwd
   
4. 7 201701 -.007023
   
5. 7 201702  -.06444
   
6. 7 201729   .01113
   
7. 7 201730  .008723
   
8. 7 201731  .059296
   
9. 7 201732 -.026239
   
10. 7 201733 -.052695
    
11. 7 201734  .007585
    
12. 7 201735 -.027604
    
13. 7 201736  -.00129
    
14. 7 201737 -.003876
    
15. 7 201738  .005837
    
16. 7 201739  .074146
    
17. 7 201810 -.078031
    
18. 7 201811 -.065755
    
19. 7 201812 -.052265
    
20. 7 201813  .053676
    
21. 7 201814 -.004885
    
22. 7 201815 -.019635
    
23. 7 201816 -.027182
    
24. 7 201817 -.000735
    
25. 7 201818  .006623
    
26. 7 201819 -.013889
    
27. 7 201820 -.014085
    
28. 7 201821  .024812
    
29. 7 201822 -.024211
    
30. 7 201823  .037594
    
31. 7 201824 -.010145
    
32. 7 201826 -.019766
    
33. 7 201827  .001494
    
34. 7 201828  .066368
    
35. 7 201829  -.06014
    
36. 7 201830   .03497
    
37. 7 201831 -.069015
    
38. 7 201832  .029344
    
39. 7 201833 -.030758
    
40. 7 201834 -.010062
    
41. 7 201835 -.043784
    
42. 7 201836  .008994
    
43. 7 201837 -.001621
    
44. 7 201838 -.031656
    
45. 7 201839 -.343671
    
46. 7 201841 -.261814
    
47. 7 201842  .211073
    
48. 7 201843       .1
    
49. 7 201844 -.068831
    
50. 7 201845  .016736
    
51. 7 201846  .120713
    
52. 7 201847  .175031
    
53. 7 201848 -.255208
    
54. 7 201849  .118881
    
55. 7 201850    .0125
    
56. 7 201851  .033333
    
57. 7 201852 -.037037
    
58. 7 201901 -.007444
    
59. 7 201902   -.0325
    
60. 7 201903 -.143411
    
61. 7 201904 -.060332
    
62. 7 201905 -.165329
    
63. 7 201907  .071154
    
64. 7 201908  .174147
    
65. 7 201909  .056575
    
66. 7 201910  .004342
    
67. 7 201911  .119597
    
68. 7 201912  .028314
    
69. 7 201913 -.092616
    
70. 7 201914  .044138
    
71. 7 201915 -.062087
    
72. 7 201916  .002817
    
73. 7 201917    -.125
    
74. 7 201918  .011236
    
75. 7 201919 -.012698
    
76. 7 201920  .024116
    
77. 7 201921  .086342
    
78. 7 201922  .031792
    
79. 7 201923 -.040616
    
80. 7 201924  .020438
    
81. 7 201925  .018598
    
82. 7 201926  -.04073
    
83. 7 201927 -.023426
    
84. 7 201928 -.058471
    
85. 7 201929  .025478
    
86. 7 201930  .020186
    
87. 7 201931        0
    
88. 7 201932  .079148
    
89. 7 201933  .038082
    
90. 7 201934   .14538
    
91. 7 201935 -.051008
    
92. 7 201936      .01
    
93. 7 201937 -.007426
    
94. 7 201938  .006234
    
95. 7 201939  .048327
    
96. 7 201940 -.009456
    
97. 7 201941  .145585
    
98. 7 201942 -.032292
    
99. 7 201943 -.025834
    
100. 7 201944 -.009945
     
101. 7 201945 -.001116
     
102. 7 201946  .222346
     
103. 7 201947 -.053016
     
104. end

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在国泰安上下载的周个股回报率的面板数据，怎么计算该数据的年化标准差，即个股特定周收益率的年标准差。stata小白，虚心求教！！！

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关键词：回报率 generated generate install example

试试

1. gen year = floor(Year/100)
   
2. bys Stkcd year: egen wanted = sd(Wretwd)
   
3. * 或 collapse (sd) Wretwd, by(Stkcd year)

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黃河泉 发表于 2022-9-10 19:53
试试

谢谢黄老师！非常有用