- quietly{
- reshape long return,i(id) j(t_return) string
- destring t_return,replace
- gen n=_n
- reshape long t,i(n) j(t_t)
- drop n
- keep if t==t_return
- sort t
- gen r=abs(return)
- gen pru_r=0
- local n=_N
- forvalue i=2/`n' {
- replace pru_r=r[`i']*r[`i'-1] in `i'
- }
-
-
- gen sum=0
- local n=_N
- forvalue tt=15/`n' {
- forvalue su=1/14 {
- replace sum=sum[`tt']+pru_r[`tt'-`su'] in `tt'
- }
- }
-
- gen L=return*14/sum
- drop r pru_r sum
- }


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