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From | "Künzel Sven" <s.kuenzel@tu-braunschweig.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: Event-Study Cumulative Abnormal Return(CAR) |
Date | Tue, 26 Feb 2013 09:34:42 +0100 |
Thanks for your help.The syntax I tried used the forvalues command but your syntax seems to be much easier.
I have just one more question. By using the syntax egen sum_for_each_day = total(abnormal_return), by(dif)I have the sum for each day for every group_id (see the data below) but i would like to have it just once (see the older post). Is there an additional option?
countrynam spreads group_id datum event_date dif event_window abnormal_return sum_for_each_day
Portugal 0.30 1 21dec2010 23dec2010 -2 0 0.5 Portugal 0.33 1 22dec2010 23dec2010 -1 1 0.6 1.75=0.6+0.05+1.1 Portugal 0.32 1 23dec2010 23dec2010 0 1 0.5 1.80=0.5+0.10+1.2 Portugal 0.33 1 27dec2010 23dec2010 1 1 0.6 2.05=0.6+0.15+1.3 Portugal 0.35 1 28dec2010 23dec2010 2 0 0.4
Ireland 0.20 2 20oct2009 22oct2009 -2 0 0.1 Ireland 0.21 2 21oct2009 22oct2009 -1 1 0.05 1.75=0.6+0.05+1.1 Ireland 0.20 2 22oct2009 22oct2009 0 1 0.1 1.80=0.5+0.10+1.2 Ireland 0.19 2 23oct2009 22oct2009 1 1 0.15 Ireland 0.24 2 24oct2009 22oct2009 2 0 0.2
Italy 0.26 3 04oct2010 06oct2010 -2 0 1.2 Italy 0.29 3 05oct2010 06oct2010 -1 1 1.1 1.75=0.6+0.05+1.1 Italy 0.31 3 06oct2010 06oct2010 0 1 1.2 1.80=0.5+0.10+1.2 Italy 0.26 3 07oct2010 06oct2010 1 1 1.3 2.05=0.6+0.15+1.3 Italy 0.25 3 08oct2010 06oct2010 2 1 1.1
Sven On Mon, 25 Feb 2013 21:38:11 +0000 Nick Cox <njcoxstata@gmail.com> wrote:
Your calculations seem to require egen sum_for_each_day = total(abnormal_return), by(dif) We can't comment on what you tried and don't show us. Nick On Mon, Feb 25, 2013 at 9:08 PM, Künzel Sven <s.kuenzel@tu-braunschweig.de> wrote:I was wondering if you can help me. I am trying to analyse my datasample by using an Event-Study. Now I would like to get a cumulative sum of the abnormal return for each day around the event-date. At the End I would like to have a variable where I can see the sum for each day around the event. Mydata looks like this: new variable I needcountrynam spreads group_id datum event_date dif event_windowabnormal_return sum_for_each_day Portugal 0.30 1 21dec2010 23dec2010 -2 0 0.5 Portugal 0.33 1 22dec2010 23dec2010 -1 1 0.6 1.75=0.6+0.05+1.1 Portugal 0.32 1 23dec2010 23dec2010 0 1 0.5 1.80=0.5+0.10+1.2 Portugal 0.33 1 27dec2010 23dec2010 1 1 0.6 2.05=0.6+0.15+1.3 Portugal 0.35 1 28dec2010 23dec2010 2 0 0.4 Ireland 0.20 2 20oct2009 22oct2009 -2 0 0.1 Ireland 0.21 2 21oct2009 22oct2009 -1 1 0.05 Ireland 0.20 2 22oct2009 22oct2009 0 1 0.1 Ireland 0.19 2 23oct2009 22oct2009 1 1 0.15 Ireland 0.24 2 24oct2009 22oct2009 2 0 0.2 Italy 0.26 3 04oct2010 06oct2010 -2 0 1.2 Italy 0.29 3 05oct2010 06oct2010 -1 1 1.1 Italy 0.31 3 06oct2010 06oct2010 0 1 1.2 Italy 0.26 3 07oct2010 06oct2010 1 1 1.3 Italy 0.25 3 08oct2010 06oct2010 2 1 1.1I tried different things but couldn´t find any fitting syntax. Can you helpme?* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/
* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/