【附dataex】求问stata中如何用各公司各月换手率计算某年的月均换手率

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已知各公司各年-月下的月换手率，如何计算各公司各年的月均换手率，生成公司-年-月均换手率的值呢？

1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input long(stkcd Month) float 换手率
   
4. 1   5  .0005313083
   
5. 1   6    .00755406
   
6. 1   7  .0012145636
   
7. 1   8 .00024788006
   
8. 1   9    .07346437
   
9. 1  10     .1574441
   
10. 1  11      .201518
    
11. 1  12     .3134581
    
12. 1  13      .080275
    
13. 1  14    .08513248
    
14. 1  15     .0614789
    
15. 1  16    .15861015
    
16. 1  17    .22093727
    
17. 1  18    .27696893
    
18. 1  19     .2271551
    
19. 1  20    .27357665
    
20. 1  21      .204873
    
21. 1  22     .2954621
    
22. 1  23      .194495
    
23. 1  24    .22882128
    
24. 1  25     .3194569
    
25. 1  26    .16812032
    
26. 1  27     .3992724
    
27. 1  28     .3680474
    
28. 1  29    .21848644
    
29. 1  30    .20315196
    
30. 1  31    .12512194
    
31. 1  32    .17288375
    
32. 1  33    .26873612
    
33. 1  34    .05966298
    
34. 1  35    .04359577
    
35. 1  36    .10584883
    
36. 1  37    .10073119
    
37. 1  38    .06141093
    
38. 1  39     .0505589
    
39. 1  40   .072226115
    
40. 1  41    .16065064
    
41. 1  42     .4234248
    
42. 1  43    .06066757
    
43. 1  44     .0670415
    
44. 1  45     .6052767
    
45. 1  46    1.0195569
    
46. 1  47     .2476731
    
47. 1  48    .04574019
    
48. 1  49    .05787501
    
49. 1  50     .0595888
    
50. 1  51    .02908135
    
51. 1  52   .064352356
    
52. 1  53    .04791217
    
53. 1  54    .20759188
    
54. 1  55    .04160899
    
55. 1  56   .032218404
    
56. 1  57     .2476467
    
57. 1  58    .09083194
    
58. 1  59   .064643756
    
59. 1  60      .039344
    
60. 1  61    .02723622
    
61. 1  62   .020234795
    
62. 1  63    .05659795
    
63. 1  64     .2193963
    
64. 1  65     .4333882
    
65. 1  66    1.0019459
    
66. 1  67     1.239817
    
67. 1  68     .9054348
    
68. 1  69     .7104966
    
69. 1  70     .3325159
    
70. 1  71     .5696701
    
71. 1  72     .6911588
    
72. 1  73     .7473106
    
73. 1  74      .373987
    
74. 1  75     .4086125
    
75. 1  76     .6327968
    
76. 1  77     .6366436
    
77. 1  78    1.3377614
    
78. 1  79     .3715797
    
79. 1  80     .3719216
    
80. 1  81      .177435
    
81. 1  82       .15868
    
82. 1  83     .4617957
    
83. 1  84     .1808394
    
84. 1  85    .14545499
    
85. 1  86    .11177035
    
86. 1  87    .04969866
    
87. 1  88    .09204958
    
88. 1  89    .13123885
    
89. 1  90     .1027388
    
90. 1  91     .0952343
    
91. 1  92     .0941459
    
92. 1  93    .06781188
    
93. 1  94    .05087961
    
94. 1  95    .05212258
    
95. 1  96    .11677936
    
96. 1  97    .04187867
    
97. 1  98    .02886548
    
98. 1  99   .013789754
    
99. 1 100    .04176539
    
100. 1 101    .05989163
     
101. 1 102     .1727119
     
102. 1 103     .8274114
     
103. 1 104     .5046978
     
104. end
     
105. label values Month Month
     
106. label def Month 5 "1991-04", modify
     
107. label def Month 6 "1991-05", modify
     
108. label def Month 7 "1991-06", modify
     
109. label def Month 8 "1991-07", modify
     
110. label def Month 9 "1991-08", modify
     
111. label def Month 10 "1991-09", modify
     
112. label def Month 11 "1991-10", modify
     
113. label def Month 12 "1991-11", modify
     
114. label def Month 13 "1991-12", modify
     
115. label def Month 14 "1992-01", modify
     
116. label def Month 15 "1992-02", modify
     
117. label def Month 16 "1992-03", modify
     
118. label def Month 17 "1992-04", modify
     
119. label def Month 18 "1992-05", modify
     
120. label def Month 19 "1992-06", modify
     
121. label def Month 20 "1992-07", modify
     
122. label def Month 21 "1992-08", modify
     
123. label def Month 22 "1992-09", modify
     
124. label def Month 23 "1992-10", modify
     
125. label def Month 24 "1992-11", modify
     
126. label def Month 25 "1992-12", modify
     
127. label def Month 26 "1993-01", modify
     
128. label def Month 27 "1993-02", modify
     
129. label def Month 28 "1993-03", modify
     
130. label def Month 29 "1993-04", modify
     
131. label def Month 30 "1993-05", modify
     
132. label def Month 31 "1993-06", modify
     
133. label def Month 32 "1993-07", modify
     
134. label def Month 33 "1993-08", modify
     
135. label def Month 34 "1993-09", modify
     
136. label def Month 35 "1993-10", modify
     
137. label def Month 36 "1993-11", modify
     
138. label def Month 37 "1993-12", modify
     
139. label def Month 38 "1994-01", modify
     
140. label def Month 39 "1994-02", modify
     
141. label def Month 40 "1994-03", modify
     
142. label def Month 41 "1994-04", modify
     
143. label def Month 42 "1994-05", modify
     
144. label def Month 43 "1994-06", modify
     
145. label def Month 44 "1994-07", modify
     
146. label def Month 45 "1994-08", modify
     
147. label def Month 46 "1994-09", modify
     
148. label def Month 47 "1994-10", modify
     
149. label def Month 48 "1994-11", modify
     
150. label def Month 49 "1994-12", modify
     
151. label def Month 50 "1995-01", modify
     
152. label def Month 51 "1995-02", modify
     
153. label def Month 52 "1995-03", modify
     
154. label def Month 53 "1995-04", modify
     
155. label def Month 54 "1995-05", modify
     
156. label def Month 55 "1995-06", modify
     
157. label def Month 56 "1995-07", modify
     
158. label def Month 57 "1995-08", modify
     
159. label def Month 58 "1995-09", modify
     
160. label def Month 59 "1995-10", modify
     
161. label def Month 60 "1995-11", modify
     
162. label def Month 61 "1995-12", modify
     
163. label def Month 62 "1996-01", modify
     
164. label def Month 63 "1996-02", modify
     
165. label def Month 64 "1996-03", modify
     
166. label def Month 65 "1996-04", modify
     
167. label def Month 66 "1996-05", modify
     
168. label def Month 67 "1996-06", modify
     
169. label def Month 68 "1996-07", modify
     
170. label def Month 69 "1996-08", modify
     
171. label def Month 70 "1996-09", modify
     
172. label def Month 71 "1996-10", modify
     
173. label def Month 72 "1996-11", modify
     
174. label def Month 73 "1996-12", modify
     
175. label def Month 74 "1997-01", modify
     
176. label def Month 75 "1997-02", modify
     
177. label def Month 76 "1997-03", modify
     
178. label def Month 77 "1997-04", modify
     
179. label def Month 78 "1997-05", modify
     
180. label def Month 79 "1997-06", modify
     
181. label def Month 80 "1997-07", modify
     
182. label def Month 81 "1997-08", modify
     
183. label def Month 82 "1997-09", modify
     
184. label def Month 83 "1997-10", modify
     
185. label def Month 84 "1997-11", modify
     
186. label def Month 85 "1997-12", modify
     
187. label def Month 86 "1998-01", modify
     
188. label def Month 87 "1998-02", modify
     
189. label def Month 88 "1998-03", modify
     
190. label def Month 89 "1998-04", modify
     
191. label def Month 90 "1998-05", modify
     
192. label def Month 91 "1998-06", modify
     
193. label def Month 92 "1998-07", modify
     
194. label def Month 93 "1998-08", modify
     
195. label def Month 94 "1998-09", modify
     
196. label def Month 95 "1998-10", modify
     
197. label def Month 96 "1998-11", modify
     
198. label def Month 97 "1998-12", modify
     
199. label def Month 98 "1999-01", modify
     
200. label def Month 99 "1999-02", modify
     
201. label def Month 100 "1999-03", modify
     
202. label def Month 101 "1999-04", modify
     
203. label def Month 102 "1999-05", modify
     
204. label def Month 103 "1999-06", modify
     
205. label def Month 104 "1999-07", modify

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关键词：000531 002478 月换手率 换手率 Stata 换手率 平均

1. 请不要用 encode 转换 Month，利用原始资料！2. 你计算的依据公式呢？

黃河泉 发表于 2019-3-31 16:47
1. 请不要用 encode 转换 Month，利用原始资料！2. 你计算的依据公式呢？

谢谢老师回答，我是想获得月平均超额换手率这个数据。这个数据的计算是根据：第 t 年股票 i 的月平均换手率与第 t－1 年股票 i 的月平均换手率的差。因此我获取了各年各月的换手率后，希望能做平均，获取t年的月平均换手率

果然是西红柿 发表于 2019-3-31 16:56
谢谢老师回答，我是想获得月平均超额换手率这个数据。这个数据的计算是根据：第 t 年股票 i 的月平均换手 ...

1. 你的资料还是没换！2. 不是求差吗？怎么又谈到平均呢？若讲不清楚，请写出公式！

黃河泉 发表于 2019-3-31 17:13
1. 你的资料还是没换！2. 不是求差吗？怎么又谈到平均呢？若讲不清楚，请写出公式！

1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input str6 证券代码 long stkcd str7 month float 换手率
   
4. "000001" 1 "1991-04"  .0005313083
   
5. "000001" 1 "1991-05"    .00755406
   
6. "000001" 1 "1991-06"  .0012145636
   
7. "000001" 1 "1991-07" .00024788006
   
8. "000001" 1 "1991-08"    .07346437
   
9. "000001" 1 "1991-09"     .1574441
   
10. "000001" 1 "1991-10"      .201518
    
11. "000001" 1 "1991-11"     .3134581
    
12. "000001" 1 "1991-12"      .080275
    
13. "000001" 1 "1992-01"    .08513248
    
14. "000001" 1 "1992-02"     .0614789
    
15. "000001" 1 "1992-03"    .15861015
    
16. "000001" 1 "1992-04"    .22093727
    
17. "000001" 1 "1992-05"    .27696893
    
18. "000001" 1 "1992-06"     .2271551
    
19. "000001" 1 "1992-07"    .27357665
    
20. "000001" 1 "1992-08"      .204873
    
21. "000001" 1 "1992-09"     .2954621
    
22. "000001" 1 "1992-10"      .194495
    
23. "000001" 1 "1992-11"    .22882128
    
24. "000001" 1 "1992-12"     .3194569
    
25. "000001" 1 "1993-01"    .16812032
    
26. "000001" 1 "1993-02"     .3992724
    
27. "000001" 1 "1993-03"     .3680474
    
28. "000001" 1 "1993-04"    .21848644
    
29. "000001" 1 "1993-05"    .20315196
    
30. "000001" 1 "1993-06"    .12512194
    
31. "000001" 1 "1993-07"    .17288375
    
32. "000001" 1 "1993-08"    .26873612
    
33. "000001" 1 "1993-09"    .05966298
    
34. "000001" 1 "1993-10"    .04359577
    
35. "000001" 1 "1993-11"    .10584883
    
36. "000001" 1 "1993-12"    .10073119
    
37. "000001" 1 "1994-01"    .06141093
    
38. "000001" 1 "1994-02"     .0505589
    
39. "000001" 1 "1994-03"   .072226115
    
40. "000001" 1 "1994-04"    .16065064
    
41. "000001" 1 "1994-05"     .4234248
    
42. "000001" 1 "1994-06"    .06066757
    
43. "000001" 1 "1994-07"     .0670415
    
44. "000001" 1 "1994-08"     .6052767
    
45. "000001" 1 "1994-09"    1.0195569
    
46. "000001" 1 "1994-10"     .2476731
    
47. "000001" 1 "1994-11"    .04574019
    
48. "000001" 1 "1994-12"    .05787501
    
49. "000001" 1 "1995-01"     .0595888
    
50. "000001" 1 "1995-02"    .02908135
    
51. "000001" 1 "1995-03"   .064352356
    
52. "000001" 1 "1995-04"    .04791217
    
53. "000001" 1 "1995-05"    .20759188
    
54. "000001" 1 "1995-06"    .04160899
    
55. "000001" 1 "1995-07"   .032218404
    
56. "000001" 1 "1995-08"     .2476467
    
57. "000001" 1 "1995-09"    .09083194
    
58. "000001" 1 "1995-10"   .064643756
    
59. "000001" 1 "1995-11"      .039344
    
60. "000001" 1 "1995-12"    .02723622
    
61. "000001" 1 "1996-01"   .020234795
    
62. "000001" 1 "1996-02"    .05659795
    
63. "000001" 1 "1996-03"     .2193963
    
64. "000001" 1 "1996-04"     .4333882
    
65. "000001" 1 "1996-05"    1.0019459
    
66. "000001" 1 "1996-06"     1.239817
    
67. "000001" 1 "1996-07"     .9054348
    
68. "000001" 1 "1996-08"     .7104966
    
69. "000001" 1 "1996-09"     .3325159
    
70. "000001" 1 "1996-10"     .5696701
    
71. "000001" 1 "1996-11"     .6911588
    
72. "000001" 1 "1996-12"     .7473106
    
73. "000001" 1 "1997-01"      .373987
    
74. "000001" 1 "1997-02"     .4086125
    
75. "000001" 1 "1997-03"     .6327968
    
76. "000001" 1 "1997-04"     .6366436
    
77. "000001" 1 "1997-05"    1.3377614
    
78. "000001" 1 "1997-06"     .3715797
    
79. "000001" 1 "1997-07"     .3719216
    
80. "000001" 1 "1997-08"      .177435
    
81. "000001" 1 "1997-09"       .15868
    
82. "000001" 1 "1997-10"     .4617957
    
83. "000001" 1 "1997-11"     .1808394
    
84. "000001" 1 "1997-12"    .14545499
    
85. "000001" 1 "1998-01"    .11177035
    
86. "000001" 1 "1998-02"    .04969866
    
87. "000001" 1 "1998-03"    .09204958
    
88. "000001" 1 "1998-04"    .13123885
    
89. "000001" 1 "1998-05"     .1027388
    
90. "000001" 1 "1998-06"     .0952343
    
91. "000001" 1 "1998-07"     .0941459
    
92. "000001" 1 "1998-08"    .06781188
    
93. "000001" 1 "1998-09"    .05087961
    
94. "000001" 1 "1998-10"    .05212258
    
95. "000001" 1 "1998-11"    .11677936
    
96. "000001" 1 "1998-12"    .04187867
    
97. "000001" 1 "1999-01"    .02886548
    
98. "000001" 1 "1999-02"   .013789754
    
99. "000001" 1 "1999-03"    .04176539
    
100. "000001" 1 "1999-04"    .05989163
     
101. "000001" 1 "1999-05"     .1727119
     
102. "000001" 1 "1999-06"     .8274114
     
103. "000001" 1 "1999-07"     .5046978
     
104. end

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股票i 第t年月平均换手率=t年各月换手率求和/该年月份数
股票i 第t年月平均超额换手率=股票i 第t年月平均换手率-股票i 第t-1年月平均换手率

果然是西红柿 发表于 2019-3-31 17:34
股票i 第t年月平均换手率=t年各月换手率求和/该年月份数
股票i 第t年月平均超额换手率=股票i 第t年月平均 ...

试试

1. gen ym = monthly(month, "YM")
   
2. format %tm ym
   
3. gen year = year(dofm(ym))
   
4. collapse (mean) mturn = 换手率, by(stkcd year)
   
5. xtset stkcd year
   
6. gen excess = D.mturn

复制代码

黃河泉 发表于 2019-3-31 17:46
试试

可以了！非常感谢老师！！

请问楼主，您的基本数据是从哪里获取的呀？我也需要这个指标，但不确定数据从哪里获取，求解答~

甜菜蕾酱菠萝油 发表于 2019-4-6 17:19
请问楼主，您的基本数据是从哪里获取的呀？我也需要这个指标，但不确定数据从哪里获取，求解答~

论坛里找的，应该锐思也有吧，但是我没有权限

果然是西红柿 发表于 2019-4-6 18:15
论坛里找的，应该锐思也有吧，但是我没有权限

好的~谢谢