各位大神，请教下如何按日期计算交易天数并求平均值

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各位大神：
这个数据包是日数据，我想得到每只股票的日收益率（return）的绝对值的月平均值，但是每只股票交易日期和交易天数都不同，stata能否实现呢，是不是通过提取日期变量来实现呢，万分感谢！！！

1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input str7 stkcd str10 ymd float return
   
4. `"000001""' "2006/12/29"  .032097
   
5. `"000001""' "2006/12/28"  .024105
   
6. `"000001""' "2006/12/27"  .034769
   
7. `"000001""' "2006/12/26" -.008989
   
8. `"000001""' "2006/12/25"  .026134
   
9. `"000001""' "2006/12/22" -.011398
   
10. `"000001""' "2006/12/21" -.025907
    
11. `"000001""' "2006/12/20" -.005155
    
12. `"000001""' "2006/12/19"        0
    
13. `"000001""' "2006/12/18"  .017228
    
14. `"000001""' "2006/12/15" -.002242
    
15. `"000001""' "2006/12/14" -.002237
    
16. `"000001""' "2006/12/13"  -.03802
    
17. `"000001""' "2006/12/12"  .029542
    
18. `"000001""' "2006/12/11"  .030441
    
19. `"000001""' "2006/12/8"  -.019403
    
20. `"000001""' "2006/12/7"   .023682
    
21. `"000001""' "2006/12/6"   .010811
    
22. `"000001""' "2006/12/5"  -.015209
    
23. `"000001""' "2006/12/4"   .058776
    
24. `"000001""' "2006/12/1"  -.018182
    
25. `"000001""' "2006/11/30"  .022635
    
26. `"000001""' "2006/11/29"  .004058
    
27. `"000001""' "2006/11/28" -.020668
    
28. `"000001""' "2006/11/27" -.007886
    
29. `"000001""' "2006/11/24"  .002372
    
30. `"000001""' "2006/11/23" -.017857
    
31. `"000001""' "2006/11/22"  .088757
    
32. `"000001""' "2006/11/21"  .100465
    
33. `"000001""' "2006/11/20"   .04572
    
34. `"000001""' "2006/11/17" -.012488
    
35. `"000001""' "2006/11/16"  .000962
    
36. `"000001""' "2006/11/15"  .033797
    
37. `"000001""' "2006/11/14" -.001984
    
38. `"000001""' "2006/11/13" -.023256
    
39. `"000001""' "2006/11/10"  -.01244
    
40. `"000001""' "2006/11/9"   .040837
    
41. `"000001""' "2006/11/8"   .000997
    
42. `"000001""' "2006/11/7"   .017241
    
43. `"000001""' "2006/11/6"   .029228
    
44. `"000001""' "2006/11/3"   .023504
    
45. `"000001""' "2006/11/2"   .006452
    
46. `"000001""' "2006/11/1"  -.026178
    
47. `"000002""' "2006/12/29"  .025914
    
48. `"000002""' "2006/12/28" -.009868
    
49. `"000002""' "2006/12/27"  .008626
    
50. `"000002""' "2006/12/26"  .004667
    
51. `"000002""' "2006/12/25"  .032347
    
52. `"000002""' "2006/12/20"    .0349
    
53. `"000002""' "2006/12/19" -.007774
    
54. `"000002""' "2006/12/18"  .067925
    
55. `"000002""' "2006/12/15"  .030327
    
56. `"000002""' "2006/12/14" -.004644
    
57. `"000002""' "2006/12/13" -.002317
    
58. `"000002""' "2006/12/12"   .01251
    
59. `"000002""' "2006/12/11"  .099742
    
60. `"000002""' "2006/12/8"   -.04906
    
61. `"000002""' "2006/12/7"    -.0216
    
62. `"000002""' "2006/12/6"  -.015748
    
63. `"000002""' "2006/12/5"   .024194
    
64. `"000002""' "2006/12/4"   .024793
    
65. `"000002""' "2006/12/1"   .010017
    
66. `"000002""' "2006/11/30"  .100092
    
67. `"000002""' "2006/11/29"  .003687
    
68. `"000002""' "2006/11/28" -.002757
    
69. `"000002""' "2006/11/27"  .007407
    
70. `"000002""' "2006/11/24"  -.03139
    
71. `"000002""' "2006/11/23"  .013636
    
72. `"000002""' "2006/11/22"   -.0161
    
73. `"000002""' "2006/11/21" -.006222
    
74. `"000002""' "2006/11/20"  .071429
    
75. `"000002""' "2006/11/17"  .035503
    
76. `"000002""' "2006/11/16"  .019095
    
77. `"000002""' "2006/11/15"  .069892
    
78. `"000002""' "2006/11/14"  .008677
    
79. `"000002""' "2006/11/13"   .00655
    
80. `"000002""' "2006/11/10"  .003286
    
81. `"000002""' "2006/11/9"    .07034
    
82. `"000002""' "2006/11/8"  -.025143
    
83. `"000002""' "2006/11/7"   .021004
    
84. `"000002""' "2006/11/6"   .040049
    
85. `"000002""' "2006/11/3"   .019802
    
86. `"000002""' "2006/11/2"   -.00615
    
87. `"000002""' "2006/11/1"  -.007326
    
88. `"000004""' "2006/12/29"     .025
    
89. `"000004""' "2006/12/28" -.040767
    
90. `"000004""' "2006/12/27" -.004773
    
91. `"000004""' "2006/12/26" -.034562
    
92. `"000004""' "2006/12/25" -.006865
    
93. `"000004""' "2006/12/22"  .018648
    
94. `"000004""' "2006/12/21"  .002336
    
95. `"000004""' "2006/12/20"  .009434
    
96. `"000004""' "2006/12/18"  .039216
    
97. `"000004""' "2006/12/15" -.004878
    
98. `"000004""' "2006/12/14"  .002445
    
99. `"000004""' "2006/12/13" -.002439
    
100. `"000004""' "2006/12/12" -.004854
     
101. `"000004""' "2006/12/11"  .019802
     
102. `"000004""' "2006/12/8"  -.021792
     
103. `"000004""' "2006/12/7"  -.002415
     
104. end

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关键词：平均值 求平均 generated generate install

试试

1. replace stkcd = subinstr(stkcd,`"""',"",1)
   
2. gen date = date(ymd, "YMD")
   
3. format date %td
   
4. gen ym = mofd(date)
   
5. 
   
6. gen r = abs(return)
   
7. bys stkcd ym: egen ar = mean(r)
   
8. format ym %tm

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万分感谢！！！

黃河泉 发表于 2017-12-17 14:10
试试

老师您好，非常感谢您的回复，还有个问题想继续请教您，按照您给出的代码于运行完了以后，想要达到每只股票只保留一行的目的，stata怎么实现呢？谢谢老师

guoyijj 发表于 2017-12-19 11:46
老师您好，非常感谢您的回复，还有个问题想继续请教您，按照您给出的代码于运行完了以后，想要达到每只股 ...

试试

1. bys stkcd: keep if _n == 1

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黃河泉 发表于 2017-12-19 14:42
试试

彻底拜服了，大神。

黃河泉 发表于 2017-12-19 14:42
试试

大神好，我试了一下，万分感谢。是我的问题没有提清楚，我是想得到，每只股票每个月只保留一行，非常感谢！！！

黃河泉 发表于 2017-12-19 14:42
试试

大神好，我试了一下，万分感谢。是我的问题没有提清楚，我是想得到，每只股票每个月只保留一行，非常感谢！！！

guoyijj 发表于 2017-12-19 16:57
大神好，我试了一下，万分感谢。是我的问题没有提清楚，我是想得到，每只股票每个月只保留一行，非常感谢 ...

簡單:

1. bys stkcd ym: keep if _n == 1

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黃河泉 发表于 2017-12-19 17:25
簡單:

谢谢老师！！