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RE: st: RE: RE: RE: RE: RE: RE: RE: RE: RE: Foreach Command in Panel Data


From   "Degas Wright" <dwright@cornerstoneadvice.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: RE: RE: RE: RE: RE: RE: RE: RE: Foreach Command in Panel Data
Date   Wed, 29 Sep 2010 22:12:27 -0400

Steve,
Thanks - it does appear that it is an option.

Degas A. Wright, CFA
Chief Investment Officer
Decatur Capital Management, Inc.
250 East Ponce De Leon Avenue, Suite 325
Decatur, Georgia  30030
Voice: 404.270.9838
Fax:404.270.9840
Website: www.decaturcapital.com
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Steve Samuels
Sent: Wednesday, September 29, 2010 6:12 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: RE: RE: RE: RE: RE: RE: RE: RE: Foreach Command in Panel Data

I have't used the command either, but the -help- should indicate if
"if" is an option.

Best.

Steve

On Wed, Sep 29, 2010 at 4:54 PM, Degas Wright
<dwright@cornerstoneadvice.com> wrote:
> Nick,
> Unfortunately when I tried moving the if statement I get the following:
>
> . forvalues xticker=1/`r(max)'{
> . fcast compute f_ if xticker==`xticker'
> }
>
> if not allowed
>
> Is it possible that the fcast command does not allow if statements? I
> understand that you have not used this command before but is there an
> alternate way to handle this loop?
>
> Again thanks for your input.
>
> Degas A. Wright, CFA
> Chief Investment Officer
> Decatur Capital Management, Inc.
> 250 East Ponce De Leon Avenue, Suite 325
> Decatur, Georgia  30030
> Voice: 404.270.9838
> Fax:404.270.9840
> Website: www.decaturcapital.com
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: Wednesday, September 29, 2010 11:42 AM
> To: 'statalist@hsphsun2.harvard.edu'
> Subject: st: RE: RE: RE: RE: RE: RE: RE: RE: Foreach Command in Panel
> Data
>
> I have never used -fcast- but I imagine that
>
> fcast compute f_, step(3) if xticker==`xticker'
>
> should be
>
> fcast compute f_ if xticker==`xticker', step(3)
>
> as -if- qualifiers are not options so far as Stata is concerned.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Degas Wright
>
> Thank you for the reference to 8/05 FAQ and it worked great for
> calculating the var for my dataset. A follow on question, I have been
> unsuccessful getting the fcast command to work. I have tried
> incorporating it into the original forvalue step and doing a separate
> forvalue step but neither works.
>
> . forvalues xticker=1/`r(max)'{
> .   var r ep mom if xticker==`xticker'
> .}
>
> Works fine, however; when I do the following:
>
> . forvalues xticker =1/`r(max)'{
> .    fcast compute f_, step(3) if xticker==`xticker'
> .}
>
> I get the following error:
>
> Invalid syntax r(198)
>
> I need to perform the var step first and then I can use the fcast
> command.  Also, to address your question on collating the results - I
> will upload the xtickers, forecasted values (f_r), dates into another
> software package to run backtests on how well the forecasted values
> perform in a portfolio selection process.
>
>
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