st: Event-Study Cumulative Abnormal Return(CAR)

["Künzel Sven" <s.kuenzel@tu-braunschweig.de>]

Dear Statalist,

I was wondering if you can help me. I am trying to analyse my 
datasample by using an Event-Study. Now I would like to get a 
cumulative sum of the abnormal return for each day around the 
event-date. At the End I would like to have a variable where I can see 
the sum for each day around the event. My data looks like this:


                                                                       
                      new variable I need
countrynam spreads  group_id    datum      event_date    dif 
event_window  abnormal_return    sum_for_each_day

Portugal     0.30     1       21dec2010     23dec2010    -2      0 
         0.5
Portugal     0.33     1       22dec2010     23dec2010    -1      1 
         0.6                1.75=0.6+0.05+1.1
Portugal     0.32     1       23dec2010     23dec2010     0      1 
         0.5                1.80=0.5+0.10+1.2
Portugal     0.33     1       27dec2010     23dec2010     1      1 
         0.6                2.05=0.6+0.15+1.3
Portugal     0.35     1       28dec2010     23dec2010     2      0 
         0.4

Ireland      0.20     2       20oct2009     22oct2009    -2      0 
         0.1
Ireland      0.21     2       21oct2009     22oct2009    -1      1 
         0.05
Ireland      0.20     2       22oct2009     22oct2009     0      1 
         0.1
Ireland      0.19     2       23oct2009     22oct2009     1      1 
         0.15
Ireland      0.24     2       24oct2009     22oct2009     2      0 
         0.2

Italy        0.26     3       04oct2010     06oct2010    -2      0 
         1.2
Italy        0.29     3       05oct2010     06oct2010    -1      1 
         1.1
Italy        0.31     3       06oct2010     06oct2010     0      1 
         1.2
Italy        0.26     3       07oct2010     06oct2010     1      1 
         1.3
Italy        0.25     3       08oct2010     06oct2010     2      1 
         1.1


I tried different things but couldn´t find any fitting syntax. Can you 
help me?

Thanks....
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