I have the stocks' daily turn-over ratio, and I want to know that, on each
day for each stock, the sum of its daily turn-over ratio for the 12 monthes
before that day.
I used loop like this:
gen temp=sum(turn_over_ratio)
sort stkcd fye
forvalue h=1(1)1315 {
#h indicate the stock code
forvalue i=13118(1)18079 {
#i indicate the date, formed in %td
count if fye>=`i'-365 &fye<`i' & n==`h'
replace To_ratio=temp[_n-1]-temp[_n-r(N)-1] if fye==`i' & n==`h'
}
}
This would do the trick, but it took me forever to obtain the result. So I
would like to ask, is there any approach simpler & much quicker to do the
cumulation?
Thx~
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