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st: Plotting portfolios over time
From
Dana Shills <[email protected]>
To
<[email protected]>
Subject
st: Plotting portfolios over time
Date
Wed, 14 Dec 2011 17:53:37 -0500
Hi:
I have panel data on a set of stocks for 10 years. In each year, I assign the stocks to one of 5 portfolios on the basis of quintiles of fixed assets in that year. I want to graphically plot the performance (e.g. profitability) of the lowest quintile from t-4 to t+4 with t being the year of portfolio formation. What is the easiest way of doing this without having to do it year by year? Are there some time series commands I should be looking at?
Thanks
Dana
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