请教条件语句的循环

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

想实现的效果：如果每支股票的risk指标连续15个天（已有数据中不包含节假日数据，所以日期期是不连续）的值为1，则在第15天对该支股票发出预警信号（即生成一列新变量使其为1）。
请教大家，怎么用stata完成这一步，该怎样编写语句？
数据如下：

1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input long stkcd str10 trddy double risk
   
4. 2 "1997-01-13" 0
   
5. 2 "1997-01-14" 0
   
6. 2 "1997-01-15" 0
   
7. 2 "1997-01-16" 0
   
8. 2 "1997-01-17" 0
   
9. 2 "1997-01-20" 0
   
10. 2 "1997-01-21" 0
    
11. 2 "1997-01-22" 0
    
12. 2 "1997-01-23" 0
    
13. 2 "1997-01-24" 0
    
14. 2 "1997-01-27" 0
    
15. 2 "1997-01-28" 0
    
16. 2 "1997-01-29" 0
    
17. 2 "1997-01-30" 0
    
18. 2 "1997-01-31" 0
    
19. 2 "1997-02-17" 0
    
20. 2 "1997-02-18" 0
    
21. 2 "1997-02-19" 0
    
22. 2 "1997-02-20" 0
    
23. 2 "1997-02-21" 0
    
24. 2 "1997-02-24" 0
    
25. 2 "1997-02-25" 0
    
26. 2 "1997-02-26" 0
    
27. 2 "1997-02-27" 0
    
28. 2 "1997-02-28" 0
    
29. 2 "1997-03-03" 0
    
30. 2 "1997-03-04" 0
    
31. 2 "1997-03-05" 0
    
32. 2 "1997-03-06" 0
    
33. 2 "1997-03-07" 1
    
34. 2 "1997-03-10" 0
    
35. 2 "1997-03-12" 0
    
36. 2 "1997-03-13" 0
    
37. 2 "1997-03-14" 0
    
38. 2 "1997-03-17" 0
    
39. 2 "1997-03-18" 0
    
40. 2 "1997-03-19" 0
    
41. 2 "1997-03-20" 0
    
42. 2 "1997-03-21" 0
    
43. 2 "1997-03-24" 1
    
44. 2 "1997-03-25" 1
    
45. 2 "1997-03-26" 1
    
46. 2 "1997-03-27" 1
    
47. 2 "1997-03-28" 1
    
48. 2 "1997-03-31" 1
    
49. 2 "1997-04-01" 1
    
50. 2 "1997-04-02" 1
    
51. 2 "1997-04-03" 1
    
52. 2 "1997-04-04" 1
    
53. 2 "1997-04-07" 1
    
54. 2 "1997-04-08" 1
    
55. 2 "1997-04-09" 1
    
56. 2 "1997-04-10" 1
    
57. 2 "1997-04-11" 1
    
58. 2 "1997-04-14" 1
    
59. 2 "1997-04-15" 1
    
60. 2 "1997-04-16" 1
    
61. 2 "1997-04-17" 1
    
62. 2 "1997-04-18" 1
    
63. 2 "1997-04-21" 1
    
64. 2 "1997-04-22" 1
    
65. 2 "1997-04-23" 1
    
66. 2 "1997-04-24" 1
    
67. 2 "1997-04-25" 1
    
68. 2 "1997-04-28" 1
    
69. 2 "1997-04-29" 1
    
70. 2 "1997-04-30" 1
    
71. 2 "1997-05-05" 1
    
72. 2 "1997-05-06" 1
    
73. 2 "1997-05-07" 1
    
74. 2 "1997-05-08" 1
    
75. 2 "1997-05-09" 1
    
76. 2 "1997-05-12" 1
    
77. 2 "1997-05-13" 1
    
78. 2 "1997-05-14" 1
    
79. 2 "1997-05-15" 1
    
80. 2 "1997-05-16" 1
    
81. 2 "1997-05-19" 0
    
82. 2 "1997-05-20" 0
    
83. 2 "1997-05-21" 0
    
84. 2 "1997-05-22" 0
    
85. 2 "1997-05-23" 0
    
86. 2 "1997-05-26" 0
    
87. 2 "1997-05-27" 0
    
88. 2 "1997-05-28" 0
    
89. 2 "1997-05-29" 0
    
90. 2 "1997-06-02" 0
    
91. 2 "1997-06-03" 0
    
92. 2 "1997-06-04" 0
    
93. 2 "1997-06-05" 0
    
94. 2 "1997-06-06" 0
    
95. 2 "1997-06-09" 0
    
96. 2 "1997-06-10" 0
    
97. 2 "1997-06-11" 0
    
98. 2 "1997-06-12" 0
    
99. 2 "1997-06-13" 0
    
100. 2 "1997-06-16" 0
     
101. 2 "1997-06-17" 0
     
102. 2 "1997-06-18" 0
     
103. 2 "1997-06-19" 0
     
104. 
     
105. 3 "1997-01-13" 0
     
106. 3 "1997-01-14" 0
     
107. 3 "1997-01-15" 0
     
108. 3 "1997-01-16" 0
     
109. 3 "1997-01-17" 0
     
110. 3 "1997-01-20" 0
     
111. 3 "1997-01-21" 0
     
112. 3 "1997-01-22" 0
     
113. 3 "1997-01-23" 0
     
114. 3 "1997-01-24" 0
     
115. 3 "1997-01-27" 0
     
116. 3 "1997-01-28" 0
     
117. 3 "1997-01-29" 0
     
118. 3 "1997-01-30" 0
     
119. 3 "1997-01-31" 0
     
120. 3 "1997-02-17" 0
     
121. 3 "1997-02-18" 0
     
122. 3 "1997-02-19" 0
     
123. 3 "1997-02-20" 0
     
124. 3 "1997-02-21" 0
     
125. 3 "1997-02-24" 0
     
126. 3 "1997-02-25" 0
     
127. 3 "1997-02-26" 0
     
128. 3 "1997-02-27" 0
     
129. 3 "1997-02-28" 0
     
130. 3 "1997-03-03" 0
     
131. 3 "1997-03-04" 0
     
132. 3 "1997-03-05" 0
     
133. 3 "1997-03-06" 0
     
134. 3 "1997-03-07" 0
     
135. 3 "1997-03-10" 0
     
136. 3 "1997-03-11" 0
     
137. 3 "1997-03-12" 1
     
138. 3 "1997-03-13" 1
     
139. 3 "1997-03-14" 1
     
140. 3 "1997-03-17" 1
     
141. 3 "1997-03-18" 1
     
142. 3 "1997-03-19" 1
     
143. 3 "1997-03-20" 1
     
144. 3 "1997-03-21" 1
     
145. 3 "1997-03-24" 1
     
146. 3 "1997-03-25" 1
     
147. 3 "1997-03-26" 1
     
148. 3 "1997-03-27" 1
     
149. 3 "1997-03-28" 1
     
150. 3 "1997-03-31" 1
     
151. 3 "1997-04-01" 1
     
152. 3 "1997-04-02" 1
     
153. 3 "1997-04-03" 1
     
154. 3 "1997-04-04" 1
     
155. 3 "1997-04-07" 1
     
156. 3 "1997-04-08" 1
     
157. 3 "1997-04-09" 1
     
158. 3 "1997-04-10" 1
     
159. 3 "1997-04-11" 1
     
160. 3 "1997-04-14" 1
     
161. 3 "1997-04-15" 1
     
162. 3 "1997-04-16" 1
     
163. 3 "1997-04-17" 1
     
164. 3 "1997-04-18" 1
     
165. 3 "1997-04-21" 1
     
166. 3 "1997-04-22" 1
     
167. 3 "1997-04-23" 1
     
168. 3 "1997-04-24" 1
     
169. 3 "1997-04-25" 0
     
170. 3 "1997-04-28" 0
     
171. 3 "1997-04-29" 0
     
172. 3 "1997-04-30" 0
     
173. 3 "1997-05-05" 0
     
174. 3 "1997-05-06" 0
     
175. 3 "1997-05-07" 0
     
176. 3 "1997-05-08" 0
     
177. 3 "1997-05-09" 0
     
178. 3 "1997-05-12" 0
     
179. 3 "1997-05-13" 0
     
180. 3 "1997-05-14" 0
     
181. 3 "1997-05-15" 0
     
182. 3 "1997-05-16" 0
     
183. 3 "1997-05-19" 0
     
184. 3 "1997-05-20" 0
     
185. 3 "1997-05-21" 0
     
186. 3 "1997-05-22" 0
     
187. 3 "1997-05-23" 0
     
188. 3 "1997-05-26" 0
     
189. 3 "1997-05-27" 0
     
190. 3 "1997-05-28" 0
     
191. 3 "1997-05-29" 0
     
192. 3 "1997-05-30" 0
     
193. 3 "1997-06-02" 0
     
194. 3 "1997-06-03" 0
     
195. 3 "1997-06-04" 0
     
196. 3 "1997-06-05" 0
     
197. 3 "1997-06-06" 0
     
198. 3 "1997-06-09" 0
     
199. 3 "1997-06-10" 0
     
200. 3 "1997-06-11" 0
     
201. 3 "1997-06-12" 0
     
202. 3 "1997-06-13" 0
     
203. 3 "1997-06-16" 0
     
204. 3 "1997-06-17" 0
     
205. end

复制代码

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：generated generate install example double

请先安装 ssc install tsspell，试试

1. bys stkcd (trddy): gen t = _n
   
2. tsset stkcd t
   
3. 
   
4. // ssc install tsspell
   
5. tsspell risk
   
6. 
   
7. gen x = risk*_seq
   
8. gen wanted = 0
   
9. replace wanted = 1 if x >= 15

复制代码

黃河泉 发表于 2020-2-19 17:36
请先安装 ssc install tsspell，试试

这个方法很好用，谢谢黄老师！

Yvonne2020 发表于 2020-2-19 21:30
这个方法很好用，谢谢黄老师！

此外，Andrew Musau 也建议：

1. bys stkcd (trddy): gen t = _n
   
2. bys stkcd (t): gen group = sum(risk!=risk[_n-1]) if risk
   
3. bys stkcd group (t): gen wanted1 = _n>14 & risk

复制代码

Yvonne2020 发表于 2020-2-19 16:53
想实现的效果：如果每支股票的risk指标连续15个天（已有数据中不包含节假日数据，所以日期期是不连续）的值 ...

谢谢老师分享

黃河泉 发表于 2020-2-20 07:51
此外，Andrew Musau 也建议：

谢谢老师分享！有个不太懂的地方：请问“ gen wanted1 = _n>14 & risk”这句表示的是两个if语句还是两个变量相乘呀？

Yvonne2020 发表于 2020-2-20 10:04
谢谢老师分享！有个不太懂的地方：请问“ gen wanted1 = _n>14 & risk”这句表示的是两个if语句还是两个变 ...

应该是 (两个 if 要同时满足)

1. bys stkcd group (t): gen wanted2 = _n>14 & risk == 1

复制代码

黃河泉 发表于 2020-2-20 10:13
应该是 (两个 if 要同时满足)

明白啦！谢谢老师

thanks for sharing