為了得到每間公司每個月前11期的報酬率總和(想做momentum)
目前想到的辦法就是分類每間公司
再產生每間公司的滯後一期的報酬率
共產生11期再進行加總
這是目前想到的方法是寫出
by ID: gen mr_1 = mr1999[_n-1]
by ID: gen mr_2 = mr1999[_n-2]
by ID: gen mr_3 = mr1999[_n-3]
by ID: gen mr_4 = mr1999[_n-4]
by ID: gen mr_5 = mr1999[_n-5]
by ID: gen mr_6 = mr1999[_n-6]
by ID: gen mr_7 = mr1999[_n-7]
by ID: gen mr_8 = mr1999[_n-8]
by ID: gen mr_9 = mr1999[_n-9]
by ID: gen mr_10 = mr1999[_n-10]
by ID: gen mr_11 = mr1999[_n-11]
再針對每一個期間得到加總資料
但這邊有沒有辦法寫出loop得到這新生成的11個變數
這是初步寫出來的結果
forv i=1/11 {
by ID: egen mr_`i' = mr1999[_n-`i'] if i==`i'
}
但是顯示為
"unknown egen function mr1999[_n-1]()"
請問版上的高手可否提供想法或針對我寫出的程式指導一下
謝謝
這是我的檔案
M2_mr1999.zip
(1.33 MB)
本附件包括:- M2_mr1999.dta


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