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st: manipulating data


From   Michael Carney <[email protected]>
To   [email protected], [email protected]
Subject   st: manipulating data
Date   Tue, 04 Nov 2003 14:16:50 -0500

I have a column of daily percentage returns on a security, I would like to make a column of cumulative prices. For example, I plan to fix a beginning value of 100 to the security. If the return for obs 1 were 5% and obs2 10% I would like the new column to have, as its obs 1, $105 and obs 2: 105+(105*.10) and so on. Any help would be greatly appreciated.

--Mike Carney
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