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Re: st: Plotting portfolios over time
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Plotting portfolios over time
Date
Thu, 15 Dec 2011 11:17:17 +0000
This sounds like -xtline- after -xtset-.
An -if- condition is needed to do the work of selecting a portfolio
and the years to be shown.
Nick
On Wed, Dec 14, 2011 at 10:53 PM, Dana Shills <[email protected]> wrote:
> 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?
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