st: Rolling Return calculation

["kelly johnson" <econometrics@hotmail.com>]

Hi,

I have a quick question. Suppose I have data like the following:


Date	Return	Return+1	Rolling Ret
6/21/2005	0.078	1.078	1.078
6/20/2005	0.051	1.051	1.132978
6/19/2005	0.04163	1.04163	1.180144
6/18/2005	0.025	1.025	1.209647
6/17/2005	0.045	1.045	1.264082
6/16/2005	0.045	1.045	1.320965
6/15/2005	0.01	1.01	1.334175
6/14/2005	0.15	1.15	1.534301
6/13/2005	0.004	1.004	1.540438
6/12/2005	0.05	1.05	1.61746
6/11/2005	0.054	1.054	1.704803
6/10/2005	0.045	1.045	1.781519
6/9/2005	0.016	1.016	1.810024


date is the date
return is a percentage return
return +1=return+1

how do i create a rolling return in stata? it has a value of 1 initially. 
first obs is 1*1.078, the second obs is 1.078*1.1051, and so on.

i have a long data series (1000 obs). how can i code a function to generate 
this variable?

thanks!

kj

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