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st: Using postfile to save single observations from a dataset
From
Nick Baker <[email protected]>
To
[email protected]
Subject
st: Using postfile to save single observations from a dataset
Date
28 Mar 2013 15:37:32 +0000
Hi all,
I currently have a time series dataset where the variables are the returns
of several hundred mutual funds:
Date retfund1 retfund2
1 2006m1 -12.38985 10.39785
2 2006m2 -8.219995 9.54027
3 2006m3 5.497518 -5.947091
4 2006m4 -0.9465399 -2.846269
5 2006m5 2.219898 -12.51931
6 2006m6 0.4326888 -2.443768
What I want to do is to get these data into a long form with information on
lagged returns:
FundID Date ret(t-1) ret(t-2)
1 2006m1 . .
1 2006m2 -12.38985 .
1 2006m3 -8.219995 -12.38985
1 2006m4 5.497518 -8.219995
1 2006m5 -0.9465399 5.497518
1 2006m6 2.219898 -0.9465399
2 2006m1 . .
2 2006m2 10.39785 .
2 2006m3 9.54027 10.39785
2 2006m4 -5.947091 9.54027
2 2006m5 -2.846269 -5.947091
2 2006m6 -12.51931 -2.846269
Currently, for each fund I am generating variables of lagged returns and am
then attempting to save each observation to a seperate dataset using
postfile within a forvalues loop over the date range. However the resulting
postfile does not contain a single observation. Has anyone else had a
similar problem? Is there a way to do this without attempting to loop over
obsevations?
Many Thanks,
Nicholas Baker
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