Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Plotting portfolios over time


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <shills52@hotmail.com> 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?

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index