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Re: st: Missing values


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Missing values
Date   Thu, 27 Aug 2009 10:05:44 -0400

Beatrice Crozza<beatrice.crozza@gmail.com> :
There are a lot of possible reasons.  To see one, try:
 sysuse sp500, clear
 tsset date
 g r=close/l.close-1
 g dr=(close/close[_n-1]-1)/(date-date[_n-1])
 li in 1/10

On Thu, Aug 27, 2009 at 9:22 AM, Beatrice
Crozza<beatrice.crozza@gmail.com> wrote:
> Dear all,
>
> I have just realised to have a problem with my database.
> I need to generate the variable return from my prices. So  I did:
> tsset time
> gen lreturn= ln(price/l.price)
> but the result is that there are 12 missing values.
> This problem does not happen with Eviews, for example. What I did wrong?
>
> Thank you very much
>
> Bea

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