st: Re: Dear users of statalist

["Rodrigo A. Alfaro" <raalfaroa@gmail.com>]

findit mvsumm

R

----- Original Message ----- 
From: "Tobias Br�tsch" <topsi@ihcn.ch>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, July 08, 2007 5:29 AM
Subject: st: Dear users of statalist



> 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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