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From | Nick Baker <nb419@cam.ac.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Using postfile to save single observations from a dataset |
Date | 28 Mar 2013 15:37:32 +0000 |
Hi all,I currently have a time series dataset where the variables are the returns of several hundred mutual funds:
Date retfund1 retfund2 1 2006m1 -12.38985 10.39785 2 2006m2 -8.219995 9.54027 3 2006m3 5.497518 -5.947091 4 2006m4 -0.9465399 -2.846269 5 2006m5 2.219898 -12.51931 6 2006m6 0.4326888 -2.443768What I want to do is to get these data into a long form with information on lagged returns:
FundID Date ret(t-1) ret(t-2) 1 2006m1 . . 1 2006m2 -12.38985 . 1 2006m3 -8.219995 -12.38985 1 2006m4 5.497518 -8.219995 1 2006m5 -0.9465399 5.497518 1 2006m6 2.219898 -0.9465399 2 2006m1 . . 2 2006m2 10.39785 . 2 2006m3 9.54027 10.39785 2 2006m4 -5.947091 9.54027 2 2006m5 -2.846269 -5.947091 2 2006m6 -12.51931 -2.846269Currently, for each fund I am generating variables of lagged returns and am then attempting to save each observation to a seperate dataset using postfile within a forvalues loop over the date range. However the resulting postfile does not contain a single observation. Has anyone else had a similar problem? Is there a way to do this without attempting to loop over obsevations?
Many Thanks,
Nicholas Baker * * 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/