This has already been addressed by Kit with a different approach that Hua declared successful.
I just wanted to focus on the detail below.
Within a structure like
forval i = 1/11 {
}
any reference to `++i' increments the local macro i each time it is used.
Note the sting: each time it is used.
Next time round the loop the macro is reset to whatever -forval- determines.
Thus suppose i = 1. Then the code
replace period = `i' if date >= rep`i'+2 & date < rep`++i' & rep`++i' <rep`i'+120
becomes
replace period = 1 if date >= rep1 + 2 & date < rep2 & rep3 < rep2 + 120
I don't know if that is what Hua intended, but I doubt it.
Note that
`= `i' + 1'
is a good way to get one more than the value of macro i, without affecting the value of macro i.
Nick
[email protected]
Hua Pan
2)When I use this loop:
forvalues i = 1/11 {
replace period = `i' if date >= rep`i'+2 & date < rep`++i'
}
I can calculate the cumulative return before the next report date. But there are two problems, an error appears because of `++i’: i=12 can’t be found. And it works only when there are complete 11 periods without missing value. When there missing values, periode 3 would be calculated from 16oct04 to 13apr05 (about 6 months), period 7 from 11feb06 to 30dec06
I tried something like:
forvalues i = 1/11 {
replace period = `i' if date >= rep`i'+2 & date < rep`++i' & rep`++i' <rep`i'+120
}
I set 120, because I just want to sure that time space is about 3 months (90 days), not 6 months (180 days)or more. But it failed to work. The 3.Period is still calculated from 18oct2004 to 13apr2005, almost 6 months. I have really no idea why it happend. Do you have a better idea, so that error wouldn’t appear and it works well even when there are missing data? Any suggestion would be great appreciated. Thank you again, Michael.
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