Dear Statalist members,
I am running simple code to calculate stock return:
generate var1return=log(var1 /L.var1)
Suppose var1=2080 and L.var1=1980.
var1return=0.04927105084
When I replicate the same prosedure in excel var1return=0.04927104901
Difference is 0.00000000183. My target variable is mean return.The difference between return estimated in Stata and Excel gets bigger for a big sample.
Are you aware of the reason for that difference?
I am running simple code to calculate stock return:
generate var1return=log(var1 /L.var1)
Suppose var1=2080 and L.var1=1980.
var1return=0.04927105084
When I replicate the same prosedure in excel var1return=0.04927104901
Difference is 0.00000000183. My target variable is mean return.The difference between return estimated in Stata and Excel gets bigger for a big sample.
Are you aware of the reason for that difference?
Comment