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From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Using postfile to save single observations from a dataset |
Date | Thu, 28 Mar 2013 15:50:20 +0000 |
You don't show us any Stata code, so it is difficult to guess what you are doing wrong. But you don't need to work with any files, let alone one for each observation. You can reshape long ret, i(Date) j(FundID) string egen ID = group(FundID), label tsset ID Date and then lagged variables are available using time series operators. Nick On Thu, Mar 28, 2013 at 3:37 PM, Nick Baker <nb419@cam.ac.uk> wrote: > 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 -2.443768 > > What 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 -2.846269 > > > Currently, 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? * * 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/