This can't be literal code, as there are upper case letters and spaces
that would prevent this from running. Also, the local macro references
should all be of the form `macname' with different opening and closing
single quotation marks.
With a stylistic twist (one -quietly- instead of three) the code can
be corrected and rewritten
quietly foreach varname of varlist `r(varlist)' {
replace `varname' = log(`varname')
gen lr`var' = `varname' - `varname'[_n-1]
drop `varname'
}
But this wouldn't work either. `var' is the same each time round the
loop: either blank or whatever it was defined as before this code
segment. So, the code would fail second time round the loop.
Hence I give up. Your code as you report couldn't do more than
-generate- one variable, even with several corrections.
I suggest that you post your real code.
Nick
On Wed, Nov 21, 2012 at 10:54 PM, Zhangqunzi <zhangqunzi@googlemail.com> wrote:
> I am trying to calculate the log return lr
> according to the code below:
>
> For each varname of varlist 'r(varlist)'{
> Quiet replace 'varname' =log('varname')
>
> Quiet gen lr'var'='varname'[_n]-'varname'[_n-1]
>
> Quiet drop 'varname'
> }
>
> varname is price1,2,3 etc for each firm.
>
> In the end I found all the log return I get is positive which is clearly wrong for 5000 firms and 30years.
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