Dear users of statalist
For better understanding and learning STATA, I would like to ask you the
following question.
I have the Dataset like this:
DATE STOCK RETURN
01.01.01 XY +0.05
02.01.01 XY -0.035
03.01.01 XY 0.08
04.01.01 XY -0.045
...
For about 100 Stocks and 5 Years.
Now I wanted to generate a new variable with gives me, for each day, the sum
of returns of the stock over the following 31 days.
I did it with the following command:
Gen SUM= RETURN+RETURN[_n+1]+.....+RETURN[_n+31] if STOCK == STOCK[n-1]
I think that worked.
But now I wonder if that wouldn�t be easier with an other command? Perhabs
with FOREVALUE or FOREACH, but I can't get the solution.
Could somebody give me a hint?
Thanks a lot
Tobi
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