Dear users,
I have a time series of bid-ask spreads, grouped in centiles, with respect to trading time. Now I want to calculate the average spread for each centile. The structure of data is the following
day spread hhmmss centile
20080602 xxxx 090302 1
20080602 xxxx 090510 1
...
20080602 xxxx 100408 2
20080602 xxxx 100908 2
...
20080602 xxxx 160007 100
20080602 xxxx 160107 100
...
20080603 xxxx 090302 1
20080603 xxxx 090510 1
...
20080603 xxxx 100408 2
20080603 xxxx 100908 2
...
20080603 xxxx 160007 100
20080603 xxxx 160107 100
...
What is the loop I have to write?
Thank You,
Emanuele Canegrati, Ph.D.
_________________________________________________________________
Drag n’ drop—Get easy photo sharing with Windows Live™ Photos.
http://www.microsoft.com/windows/windowslive/products/photos.aspx
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
