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no need for a loop...
*************
bys centile: egen avgspread=mean(spread)
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von emanuele
canegrati
Gesendet: Freitag, 27. März 2009 11:46
An: [email protected]
Betreff: st: Calculate the average bid-ask spread for each centile
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.
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