在sort code和price之后,在stata中怎样根据“code”变量,求“price”每30天的移动最小值、最大值或者比如30%分位数的值?比如在第30天求第1天到第30天中的最小值,在第31天求第2天到第31天中的最小值。
数据结构如下:(做了简化,每个code值应该超过30个):
(原帖问的是求分组移动平均值,可以采用命令movavg完成。https://bbs.pinggu.org/thread-3154444-1-1.html
我的问题其实就是有没有类似于movavg的命令来实现求分组移动最值。)
| code | date | price |
2 | 12/31/2013 | 8.03 |
2 | 12/30/2013 | 7.86 |
2 | 12/27/2013 | 8.03 |
2 | 12/26/2013 | 7.8 |
2 | 12/25/2013 | 7.91 |
2 | 12/24/2013 | 7.83 |
2 | 12/23/2013 | 7.79 |
2 | 12/20/2013 | 7.85 |
2 | 12/19/2013 | 8.14 |
2 | 12/18/2013 | 8.26 |
2 | 12/17/2013 | 8.27 |
2 | 12/16/2013 | 8.43 |
2 | 12/13/2013 | 8.54 |
2 | 12/12/2013 | 8.53 |
2 | 12/11/2013 | 8.54 |
2 | 12/10/2013 | 8.67 |
2 | 12/9/2013 | 8.62 |
2 | 12/6/2013 | 8.67 |
2 | 12/5/2013 | 8.74 |
2 | 12/4/2013 | 8.74 |
2 | 12/3/2013 | 8.65 |
2 | 12/2/2013 | 8.56 |
2 | 11/29/2013 | 8.76 |
2 | 11/28/2013 | 8.69 |
2 | 11/27/2013 | 8.56 |
2 | 11/26/2013 | 8.54 |
2 | 11/25/2013 | 8.61 |
2 | 11/22/2013 | 8.7 |
2 | 11/21/2013 | 8.83 |
2 | 11/20/2013 | 9.1 |
2 | 11/19/2013 | 9.08 |
2 | 11/18/2013 | 9.2 |
2 | 11/15/2013 | 8.91 |
2 | 11/14/2013 | 8.69 |
2 | 11/13/2013 | 8.76 |
2 | 11/12/2013 | 8.81 |
2 | 11/11/2013 | 8.71 |
2 | 11/8/2013 | 8.87 |
2 | 11/7/2013 | 8.97 |
2 | 11/6/2013 | 9.02 |
3 | 11/5/2013 | 9.2 |
3 | 11/4/2013 | 9.2 |
3 | 11/1/2013 | 9.39 |
3 | 10/31/2013 | 9.21 |
3 | 10/30/2013 | 9.08 |
3 | 10/29/2013 | 8.85 |
4 | 10/28/2013 | 8.73 |
4 | 10/25/2013 | 8.9 |
4 | 10/24/2013 | 8.96 |
4 | 10/23/2013 | 9.07 |
4 | 10/22/2013 | 9.08 |
4 | 10/21/2013 | 9.18 |
4 | 10/18/2013 | 9.17 |
5 | 10/17/2013 | 9.07 |
5 | 10/16/2013 | 9.07 |
5 | 10/15/2013 | 9.19 |
5 | 10/14/2013 | 9.2 |
5 | 10/11/2013 | 9.44 |
5 | 10/10/2013 | 9.41 |
谢谢大家~


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