我用foreach循环编了一个循环利用同一个文件夹下的很多个数据文件计算各个股票非常规收益的程序,总是运行出错,不知道错在哪里,望高人指点。程序如下:
foreach file in "e:\final_paper\stkcd_sza.dta"{
use "e:\final_paper\stock_nobank\`file'"
joinby ___date using "e:\final_paper\index\sza.dta"
egen m=rowmiss( _____prevclpr ______clpr)
drop if m>0
drop m
gen ret=ln( ______clpr/ _____prevclpr)
regress ret _______idxdret in 1/90
predict p_ret in -2/-1
gen ar=ret-p_ret
gen car=sum(ar) in -2/-1
keep _____stkcd ___date car
keep in -1
save "e:\final_paper\car_nobank\`file'"
}
其中e:\final_paper\stkcd_sza.dta储存的是需要计算非常规收益的股票代码列表,e:\final_paper\stock_nobank中是各个股票代码对应的日股价信息。