Kelly,
Read [U] 13.7 Explicit subscripting (in Stata 8 is is another chapter number).
gen rreturn=return+1 in 1
replace rreturn=rreturn[_n-1]*(return+1) in 2/l
(it is lowercase L in 2/l)
This is not my field, but I wondered why dates were in reverse order.
I also wondered: You write that return is a percentage. If it is,
return+1 should be 1.00078 in the first observation.
Hope this helps
Svend
________________________________________________________
Svend Juul
Institut for Folkesundhed, Afdeling for Epidemiologi
(Institute of Public Health, Department of Epidemiology)
Vennelyst Boulevard 6
DK-8000 Aarhus C, Denmark
Phone, work: +45 8942 6090
Phone, home: +45 8693 7796
Fax: +45 8613 1580
E-mail: [email protected]
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