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For qualifiers with regard to time series, the functions in
*************
help time_series_functions
*************
come in handy.
I do not quite see how you process the result from your -count- operation
further. In its current form, it would simply give you the result on screen
every time through the loop. If that is what you want, leave it...
The -sum()- function gives you a running sum, make sure thos is what you
want for your "temp", otherwise use -egen, total()-.
It would be helpful if you could post a small example dataset.
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Christina Lu
Gesendet: Donnerstag, 3. Dezember 2009 08:01
An: [email protected]
Betreff: st: It's too time-consuming for a simple cumulation
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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