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| From | Dana Shills <shills52@hotmail.com> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: Plotting portfolios over time |
| Date | Wed, 14 Dec 2011 17:53:37 -0500 |
Hi: I have panel data on a set of stocks for 10 years. In each year, I assign the stocks to one of 5 portfolios on the basis of quintiles of fixed assets in that year. I want to graphically plot the performance (e.g. profitability) of the lowest quintile from t-4 to t+4 with t being the year of portfolio formation. What is the easiest way of doing this without having to do it year by year? Are there some time series commands I should be looking at? Thanks Dana * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/