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st: It's too time-consuming for a simple cumulation


From   "Christina Lu" <[email protected]>
To   [email protected]
Subject   st: It's too time-consuming for a simple cumulation
Date   Thu, 3 Dec 2009 15:00:48 +0800

I have the stocks' daily turn-over ratio, and I want to know that, on each 
day for each stock, the sum of its daily turn-over ratio for the 12 monthes 
before that day.

I used loop like this:

gen temp=sum(turn_over_ratio)
sort stkcd fye             
forvalue h=1(1)1315    {
                                   #h indicate the stock code
       forvalue i=13118(1)18079   {
                                   #i indicate the date, formed in %td
           count if fye>=`i'-365 &fye<`i' & n==`h'
           replace To_ratio=temp[_n-1]-temp[_n-r(N)-1] if fye==`i' & n==`h'
           }           
}

This would do the trick, but it took me forever to obtain the result. So I 
would like to ask, is there any approach simpler & much quicker to do the 
cumulation?

Thx~
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