楼主: 小凌是小白
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[数据管理求助] 时间变量取值不唯一时如何生成变量一阶滞后项？ [推广有奖]

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楼主
小凌是小白 学生认证  发表于 2017-9-27 20:30:26 |AI写论文

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      求助坛友帮忙指点迷津！由于本人刚接触stata，所学不精，在学习数据处理过程遇到一个问题：我尝试对一份季度数据中（ index.dta (12.39 KB) ）的某个变量（附带文件中的hold_mv_fund_ra变量）进行滞后一期处理，但是该数据文件中季度时间变量不唯一，而且每条季度数据都有用不能删除，所以导致无法通过设定面板数据来生成滞后项。请问应该如何处理才能得到我想要的一阶滞后项呢？数据已经附上，求各位大神指教，小弟感激不尽！
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关键词：时间变量 生成变量 滞后项 Stata 季度数据

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小凌是小白

沙发
小凌是小白 学生认证  发表于 2017-9-27 20:41:19
这是用到的数据，请大神们帮忙看看。
----------------------- copy starting from the next line -----------------------
  1. * Example generated by -dataex-. To install: ssc install dataex
  2. clear
  3. input str10 code str30 name double stkcd str6 stkcd1 str16 stkname str10 accper float date double hold_mv_fund_ra
  4. "000577.OF" "安信价值精选"      2 "000002" "万科A"    "2015/6/30"  20269  3.839747217226639
  5. "000577.OF" "安信价值精选"     63 "000063" "中兴通讯" "2016/6/30"  20635 2.3122463611623547
  6. "000577.OF" "安信价值精选"    418 "000418" "小天鹅A"  "2015/3/31"  20178 2.0635784550696754
  7. "000577.OF" "安信价值精选"    418 "000418" "小天鹅A"  "2015/6/30"  20269 2.7259709027420795
  8. "000577.OF" "安信价值精选"    423 "000423" "东阿阿胶" "2015/12/31" 20453 3.7896159393771334
  9. "000577.OF" "安信价值精选"    423 "000423" "东阿阿胶" "2015/9/30"  20361   5.61837539788139
  10. "000577.OF" "安信价值精选"    488 "000488" "晨鸣纸业" "2016/12/31" 20819 2.2679474182018473
  11. "000577.OF" "安信价值精选"    488 "000488" "晨鸣纸业" "2016/9/30"  20727 3.3746367071595507
  12. "000577.OF" "安信价值精选"    525 "000525" "红太阳"   "2014/6/30"  19904 4.6969139372863395
  13. "000577.OF" "安信价值精选"    538 "000538" "云南白药" "2014/12/31" 20088 2.4076418962532076
  14. "000577.OF" "安信价值精选"    581 "000581" "威孚高科" "2014/6/30"  19904  5.142369559680751
  15. "000577.OF" "安信价值精选"    623 "000623" "吉林敖东" "2015/6/30"  20269  3.370677306642595
  16. "000577.OF" "安信价值精选"    625 "000625" "长安汽车" "2016/12/31" 20819 2.6776385750541323
  17. "000577.OF" "安信价值精选"    651 "000651" "格力电器" "2016/12/31" 20819   2.40228624270495
  18. "000577.OF" "安信价值精选"    671 "000671" "阳光城"   "2014/12/31" 20088 2.9342998627332513
  19. "000577.OF" "安信价值精选"    671 "000671" "阳光城"   "2015/3/31"  20178  4.818195784197032
  20. "000577.OF" "安信价值精选"    726 "000726" "鲁泰A"    "2014/9/30"  19996  6.572967592717679
  21. "000577.OF" "安信价值精选"    739 "000739" "普洛药业" "2014/9/30"  19996  5.953837364097598
  22. "000577.OF" "安信价值精选"    848 "000848" "承德露露" "2014/6/30"  19904  5.801473677404012
  23. "000577.OF" "安信价值精选"    895 "000895" "双汇发展" "2016/6/30"  20635 2.7130710795045276
  24. "000577.OF" "安信价值精选"    957 "000957" "中通客车" "2016/6/30"  20635 2.7583324329965153
  25. "000577.OF" "安信价值精选"    963 "000963" "华东医药" "2015/9/30"  20361  3.700574265669115
  26. "000577.OF" "安信价值精选"    963 "000963" "华东医药" "2016/12/31" 20819 2.2822851372568747
  27. "000577.OF" "安信价值精选"   2003 "002003" "伟星股份" "2014/9/30"  19996  5.155807967697344
  28. "000577.OF" "安信价值精选"   2032 "002032" "苏泊尔"   "2016/3/31"  20544  2.977448462247612
  29. "000577.OF" "安信价值精选"   2078 "002078" "太阳纸业" "2016/9/30"  20727 2.5241919587537773
  30. "000577.OF" "安信价值精选"   2142 "002142" "宁波银行" "2016/12/31" 20819  4.857878564469977
  31. "000577.OF" "安信价值精选"   2142 "002142" "宁波银行" "2016/6/30"  20635 2.8641777876461556
  32. "000577.OF" "安信价值精选"   2142 "002142" "宁波银行" "2016/9/30"  20727  4.531564503848147
  33. "000577.OF" "安信价值精选"   2202 "002202" "金风科技" "2015/12/31" 20453   3.17444762499858
  34. "000577.OF" "安信价值精选"   2202 "002202" "金风科技" "2016/9/30"  20727 2.7327094752912897
  35. "000577.OF" "安信价值精选"   2250 "002250" "联化科技" "2015/6/30"  20269 2.9841782147590425
  36. "000577.OF" "安信价值精选"   2250 "002250" "联化科技" "2015/9/30"  20361  4.110658996605226
  37. "000577.OF" "安信价值精选"   2311 "002311" "海大集团" "2016/9/30"  20727  2.894875853065643
  38. "000577.OF" "安信价值精选"   2367 "002367" "康力电梯" "2015/3/31"  20178 1.9461916071432248
  39. "000577.OF" "安信价值精选"   2367 "002367" "康力电梯" "2015/6/30"  20269 2.9039705714366777
  40. "000577.OF" "安信价值精选"   2372 "002372" "伟星新材" "2016/3/31"  20544 3.1401807266977606
  41. "000577.OF" "安信价值精选"   2372 "002372" "伟星新材" "2016/6/30"  20635 2.7211520488719647
  42. "000577.OF" "安信价值精选"   2375 "002375" "亚厦股份" "2014/6/30"  19904  4.867558419376186
  43. "000577.OF" "安信价值精选"   2411 "002411" "必康股份" "2016/9/30"  20727 3.0488122481977262
  44. "000577.OF" "安信价值精选"   2415 "002415" "海康威视" "2015/12/31" 20453  2.635245919320248
  45. "000577.OF" "安信价值精选"   2415 "002415" "海康威视" "2015/6/30"  20269  5.991196407624627
  46. "000577.OF" "安信价值精选"   2415 "002415" "海康威视" "2015/9/30"  20361  4.742998222399881
  47. "000577.OF" "安信价值精选"   2422 "002422" "科伦药业" "2014/9/30"  19996 6.1403583860845075
  48. "000577.OF" "安信价值精选"   2437 "002437" "誉衡药业" "2015/12/31" 20453 2.6336229876903148
  49. "000577.OF" "安信价值精选"   2437 "002437" "誉衡药业" "2016/3/31"  20544  4.105796617263219
  50. "000577.OF" "安信价值精选"   2557 "002557" "洽洽食品" "2015/9/30"  20361  2.977845312628593
  51. "000577.OF" "安信价值精选"   2573 "002573" "清新环境" "2016/12/31" 20819 2.1664225653470703
  52. "000577.OF" "安信价值精选"   2595 "002595" "豪迈科技" "2015/3/31"  20178  4.935237176548806
  53. "000577.OF" "安信价值精选" 300070 "300070" "碧水源"   "2016/12/31" 20819  2.024778337023204
  54. "000577.OF" "安信价值精选" 300070 "300070" "碧水源"   "2016/3/31"  20544 2.6639813470819513
  55. "000577.OF" "安信价值精选" 300070 "300070" "碧水源"   "2016/6/30"  20635  2.642776309988546
  56. "000577.OF" "安信价值精选" 300070 "300070" "碧水源"   "2016/9/30"  20727  2.476722677027828
  57. "000577.OF" "安信价值精选" 300072 "300072" "三聚环保" "2014/9/30"  19996  4.560359791760739
  58. "000577.OF" "安信价值精选" 300118 "300118" "东方日升" "2016/6/30"  20635 2.7968113610795045
  59. "000577.OF" "安信价值精选" 600000 "600000" "浦发银行" "2014/6/30"  19904   9.02837637193157
  60. "000577.OF" "安信价值精选" 600004 "600004" "白云机场" "2014/9/30"  19996  5.321058618196774
  61. "000577.OF" "安信价值精选" 600004 "600004" "白云机场" "2015/12/31" 20453 2.6065820647802833
  62. "000577.OF" "安信价值精选" 600036 "600036" "招商银行" "2014/6/30"  19904  9.054854781110922
  63. "000577.OF" "安信价值精选" 600036 "600036" "招商银行" "2015/6/30"  20269  2.886825877969438
  64. "000577.OF" "安信价值精选" 600048 "600048" "保利地产" "2014/12/31" 20088  3.547773312570567
  65. "000577.OF" "安信价值精选" 600048 "600048" "保利地产" "2015/3/31"  20178  4.273278471892143
  66. "000577.OF" "安信价值精选" 600048 "600048" "保利地产" "2015/9/30"  20361  5.744385332907375
  67. "000577.OF" "安信价值精选" 600066 "600066" "宇通客车" "2014/12/31" 20088  2.621917741168746
  68. "000577.OF" "安信价值精选" 600066 "600066" "宇通客车" "2015/12/31" 20453  3.680513267609928
  69. "000577.OF" "安信价值精选" 600066 "600066" "宇通客车" "2015/3/31"  20178   2.46271523093183
  70. "000577.OF" "安信价值精选" 600066 "600066" "宇通客车" "2016/3/31"  20544 3.2293297565426897
  71. "000577.OF" "安信价值精选" 600104 "600104" "上汽集团" "2014/6/30"  19904  8.779263787985926
  72. "000577.OF" "安信价值精选" 600104 "600104" "上汽集团" "2014/9/30"  19996  5.221407121059345
  73. "000577.OF" "安信价值精选" 600170 "600170" "上海建工" "2014/12/31" 20088 2.8554449041262204
  74. "000577.OF" "安信价值精选" 600312 "600312" "平高电气" "2014/6/30"  19904  9.479472292704132
  75. "000577.OF" "安信价值精选" 600312 "600312" "平高电气" "2014/9/30"  19996  6.827462651455484
  76. "000577.OF" "安信价值精选" 600312 "600312" "平高电气" "2015/12/31" 20453 3.4052256208197798
  77. "000577.OF" "安信价值精选" 600312 "600312" "平高电气" "2016/3/31"  20544  3.996241862242998
  78. "000577.OF" "安信价值精选" 600312 "600312" "平高电气" "2016/6/30"  20635 2.7723246441419898
  79. "000577.OF" "安信价值精选" 600312 "600312" "平高电气" "2016/9/30"  20727  2.478439624061697
  80. "000577.OF" "安信价值精选" 600340 "600340" "华夏幸福" "2014/9/30"  19996 4.5190370314211386
  81. "000577.OF" "安信价值精选" 600398 "600398" "海澜之家" "2016/3/31"  20544 3.4685154023111013
  82. "000577.OF" "安信价值精选" 600422 "600422" "昆药集团" "2015/12/31" 20453  3.388467612255687
  83. "000577.OF" "安信价值精选" 600422 "600422" "昆药集团" "2016/3/31"  20544  3.101325957566701
  84. "000577.OF" "安信价值精选" 600487 "600487" "亨通光电" "2016/12/31" 20819 2.6144852325778207
  85. "000577.OF" "安信价值精选" 600487 "600487" "亨通光电" "2016/9/30"  20727  3.988166700699581
  86. "000577.OF" "安信价值精选" 600519 "600519" "贵州茅台" "2015/9/30"  20361 3.4108417185791433
  87. "000577.OF" "安信价值精选" 600519 "600519" "贵州茅台" "2016/6/30"  20635 2.1761653969718466
  88. "000577.OF" "安信价值精选" 600525 "600525" "长园集团" "2016/6/30"  20635 2.6561942768517492
  89. "000577.OF" "安信价值精选" 600566 "600566" "济川药业" "2016/12/31" 20819 2.0668844520325576
  90. "000577.OF" "安信价值精选" 600566 "600566" "济川药业" "2016/9/30"  20727  3.119273168378247
  91. "000577.OF" "安信价值精选" 600703 "600703" "三安光电" "2015/6/30"  20269  3.180040090506015
  92. "000577.OF" "安信价值精选" 600837 "600837" "海通证券" "2015/3/31"  20178 2.5489497713807294
  93. "000577.OF" "安信价值精选" 600887 "600887" "伊利股份" "2014/12/31" 20088 3.3023739469689817
  94. "000577.OF" "安信价值精选" 600887 "600887" "伊利股份" "2015/3/31"  20178 2.5186849352119887
  95. "000577.OF" "安信价值精选" 600887 "600887" "伊利股份" "2015/9/30"  20361 3.6177185265727023
  96. "000577.OF" "安信价值精选" 600887 "600887" "伊利股份" "2016/12/31" 20819 3.1841489161698227
  97. "000577.OF" "安信价值精选" 601009 "601009" "南京银行" "2014/12/31" 20088 2.7228140130823264
  98. "000577.OF" "安信价值精选" 601009 "601009" "南京银行" "2015/12/31" 20453 2.6467589645526406
  99. "000577.OF" "安信价值精选" 601009 "601009" "南京银行" "2015/3/31"  20178 1.9556883083706413
  100. "000577.OF" "安信价值精选" 601009 "601009" "南京银行" "2015/6/30"  20269  4.799886305325573
  101. "000577.OF" "安信价值精选" 601009 "601009" "南京银行" "2015/9/30"  20361 3.9107239318285365
  102. "000577.OF" "安信价值精选" 601009 "601009" "南京银行" "2016/3/31"  20544 2.9718696255165185
  103. "000577.OF" "安信价值精选" 601179 "601179" "中国西电" "2014/12/31" 20088 2.5749206150764903
  104. end
  105. format %tdCCYY-NN-DD date
复制代码

------------------ copy up to and including the previous line ------------------
藤椅
小凌是小白 学生认证  发表于 2017-9-27 20:51:17
自己顶起！
板凳
小凌是小白 学生认证  发表于 2017-9-27 20:51:18
求大神帮忙看看~
报纸
小凌是小白 学生认证  发表于 2017-9-27 20:51:19
请大家看看~
地板
so_longtime 发表于 2018-5-22 15:46:12
小凌是小白 发表于 2017-9-27 20:41
这是用到的数据，请大神们帮忙看看。
----------------------- copy starting from the next line ------- ...
请问楼主的问题解决了吗？我也遇到相同的问题，望不吝赐教
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