Re: st: Using postfile to save single observations from a dataset

[Nick Baker <nb419@cam.ac.uk>]

Yes Maarten that works perfectly. 

Thank you very much Maarten and Nick for your replies.

Kind Regards, 

Nick Baker



On Mar 28 2013, Maarten Buis wrote:

> On Thu, Mar 28, 2013 at 4:37 PM, Nick Baker wrote:
> > I currently have a time series dataset where the variables are the 
> > returns of several hundred mutual funds:
> >
> >         Date    retfund1        retfund2
> > 1       2006m1  -12.38985       10.39785
> > 2       2006m2  -8.219995       9.54027
> > 3       2006m3  5.497518        -5.947091
> > 4       2006m4  -0.9465399      -2.846269
> > 5       2006m5  2.219898        -12.51931
> > 6       2006m6  0.4326888       -2.443768
> >
> > What I want to do is to get these data into a long form with 
> > information on lagged returns:
> >
> > FundID  Date    ret(t-1)        ret(t-2)
> > 1       2006m1  .       .
> > 1       2006m2  -12.38985       .
> > 1       2006m3  -8.219995       -12.38985
> > 1       2006m4  5.497518        -8.219995
> > 1       2006m5  -0.9465399      5.497518
> > 1       2006m6  2.219898        -0.9465399
> > 2       2006m1  .       .
> > 2       2006m2  10.39785        .
> > 2       2006m3  9.54027 10.39785
> > 2       2006m4  -5.947091       9.54027
> > 2       2006m5  -2.846269       -5.947091
> > 2       2006m6  -12.51931       -2.846269
> >
> >
> > Currently, for each fund I am generating variables of lagged returns 
> > and am then attempting to save each observation to a seperate dataset 
> > using postfile within a forvalues loop over the date range.
>
> That seems inefficient. What about this:
>
> *------------------ begin example ------------------
> // create some example data
> clear all
> input  date   retfund1       retfund2
>       552   -12.38985       10.39785
>       553    -8.219995       9.54027
>       554     5.497518      -5.947091
>       555    -0.9465399     -2.846269
>       556     2.219898     -12.51931
>       557     0.4326888     -2.443768
> end
> format date %tm
>
> // reshape
> reshape long retfund, i(date) j(fund)
>
> // declare as time series data (within fund)
> tsset fund date
>
> // create the lagged variables
> gen ret1 = L1.retfund
> gen ret2 = L2.retfund
>
> // look at the results
> list, sepby(fund)
> *------------------- end example -------------------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
> Hope this helps,
> Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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