Dear Stata users
My data is in panel form.Variables are: date, IssueCode, IssueName,YEAR, id, RTN, KOSPI_RTN. I am running a univariate regression by each observation. For each stock number of observations is different.Observations may vary from 01/01/2004 to 30/06/2015.
My regression is reg RTN KOSPI_RTN. All I need from this regression is residulas. My output file should contain date resid IssueCode IssueName
I have tried the following code:
Unfortunately this code does not provide a desired outcome.
Where I went wrong?
Thanks a lot in advance.
My data is in panel form.Variables are: date, IssueCode, IssueName,YEAR, id, RTN, KOSPI_RTN. I am running a univariate regression by each observation. For each stock number of observations is different.Observations may vary from 01/01/2004 to 30/06/2015.
My regression is reg RTN KOSPI_RTN. All I need from this regression is residulas. My output file should contain date resid IssueCode IssueName
I have tried the following code:
Code:
preserve keep if inrange (date, 01/01/2004, 30/06/2015) statsby ssr = e(rss), saving(resid, replace) by(date IssueCode id): /// reg RTN KOSPI_RTN restore
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float date str12 IssueCode str26 IssueName int Year float id double(RTN KOSPI_RTN) 20046 "KR7000030007" "Woori Bank" 2014 5 . . 20047 "KR7000030007" "Woori Bank" 2014 5 -.13899887480665607 -.00449947382087004 20048 "KR7000030007" "Woori Bank" 2014 5 -.00881062968215492 .0034668441608053315 20051 "KR7000030007" "Woori Bank" 2014 5 .004415018209116693 .0069483819056925895 20052 "KR7000030007" "Woori Bank" 2014 5 -.017778246021283944 .0008437007131357553 20053 "KR7000030007" "Woori Bank" 2014 5 0 .00031809747683682506 20054 "KR7000030007" "Woori Bank" 2014 5 -.03653374333245595 .0006308463896434597 20055 "KR7000030007" "Woori Bank" 2014 5 -.004662013105811301 -.0006611370283238476 20058 "KR7000030007" "Woori Bank" 2014 5 -.014117881545784932 -.007886508184849338 20059 "KR7000030007" "Woori Bank" 2014 5 .014117881545785022 .0003103496546194288 20060 "KR7000030007" "Woori Bank" 2014 5 .04119575643826733 .002073308430702593 20061 "KR7000030007" "Woori Bank" 2014 5 -.01354422510775726 .008441812085308026 20062 "KR7000030007" "Woori Bank" 2014 5 -.01373019281190202 5.0336879566277434e-06 20065 "KR7000030007" "Woori Bank" 2014 5 -.009259325412796712 -.0038683011846117003 20066 "KR7000030007" "Woori Bank" 2014 5 -.004662013105811301 -.004050741000531012 20067 "KR7000030007" "Woori Bank" 2014 5 -.023641763057040424 -.012965806647386172 20068 "KR7000030007" "Woori Bank" 2014 5 -.004796172263493055 -.015002288026713006 20069 "KR7000030007" "Woori Bank" 2014 5 -.014528100562909744 .0026678493274447314 20072 "KR7000030007" "Woori Bank" 2014 5 .009708814126960903 -.000702746204810658 20073 "KR7000030007" "Woori Bank" 2014 5 0 -.008487457114453622 20074 "KR7000030007" "Woori Bank" 2014 5 -.014598799421152636 -.0020871181961052677 20075 "KR7000030007" "Woori Bank" 2014 5 0 -.001400862865555376 20076 "KR7000030007" "Woori Bank" 2014 5 .02421425812059453 .01697240988115261 20079 "KR7000030007" "Woori Bank" 2014 5 .018957913744614207 .006785288484115729 20080 "KR7000030007" "Woori Bank" 2014 5 .009345862418237599 -.0021122378504445094 20081 "KR7000030007" "Woori Bank" 2014 5 .009259325412796726 .003906707356820688 20083 "KR7000030007" "Woori Bank" 2014 5 .013730192811902037 .000795939211727329 20086 "KR7000030007" "Woori Bank" 2014 5 -.07061756721395342 -.010474757927081935 20087 "KR7000030007" "Woori Bank" 2014 5 -.02469261259037152 -.006384910267759445 20090 "KR7000030007" "Woori Bank" 2015 5 -.021223636451626688 .005648070860216349 20093 "KR7000030007" "Woori Bank" 2015 5 -.016478230732384795 -.005564549168018216 20094 "KR7000030007" "Woori Bank" 2015 5 -.019927245652624832 -.01753507095416618 20095 "KR7000030007" "Woori Bank" 2015 5 -.004246290881451097 .0007328186230219282 20096 "KR7000030007" "Woori Bank" 2015 5 .01373502839015247 .010991326127431977 20097 "KR7000030007" "Woori Bank" 2015 5 .0031430093971992214 .010471846774276577 20100 "KR7000030007" "Woori Bank" 2015 5 -.019007964045176632 -.0019502561016178773 20101 "KR7000030007" "Woori Bank" 2015 5 .0010655302020383163 -.0019853631631770044 20102 "KR7000030007" "Woori Bank" 2015 5 -.018270255651669055 -.0018168533764629808 20103 "KR7000030007" "Woori Bank" 2015 5 -.018610279856667713 .0002507968036552422 20104 "KR7000030007" "Woori Bank" 2015 5 -.02121799309484521 -.013681514316287061 20107 "KR7000030007" "Woori Bank" 2015 5 .010106767669774384 .007644962380959802 20108 "KR7000030007" "Woori Bank" 2015 5 .01662088123604028 .008212706429521589 20109 "KR7000030007" "Woori Bank" 2015 5 0 .0015210158315574853 20110 "KR7000030007" "Woori Bank" 2015 5 -.008830079448272037 -.00021342772819526987 20111 "KR7000030007" "Woori Bank" 2015 5 .009928377197334692 .007918297178280916 20114 "KR7000030007" "Woori Bank" 2015 5 .0032876741941917083 -.00021178944076345908 20115 "KR7000030007" "Woori Bank" 2015 5 -.02548614398334065 .008600699094443035 20116 "KR7000030007" "Woori Bank" 2015 5 -.014697833835692696 .004690885918358176 20117 "KR7000030007" "Woori Bank" 2015 5 .005678606968843293 -.005397958207527501 20118 "KR7000030007" "Woori Bank" 2015 5 -.003403293131707807 -.0009024993689995528 20121 "KR7000030007" "Woori Bank" 2015 5 .009049835519917856 .0017529746104667774 20122 "KR7000030007" "Woori Bank" 2015 5 .046212843155131626 -.00036879200549115923 20123 "KR7000030007" "Woori Bank" 2015 5 .02127739844728488 .005532934480386606 20124 "KR7000030007" "Woori Bank" 2015 5 -.040821994520255166 -.005082207162778657 20125 "KR7000030007" "Woori Bank" 2015 5 .0021905813798186818 .0013714194291433337 20128 "KR7000030007" "Woori Bank" 2015 5 .0043668191663403895 -.004366416334350988 20129 "KR7000030007" "Woori Bank" 2015 5 -.002181025946360226 -.0057380542000511235 20130 "KR7000030007" "Woori Bank" 2015 5 .001091107582334557 .005070137305181908 20131 "KR7000030007" "Woori Bank" 2015 5 -.007662872745569137 -.0020939830100175924 20132 "KR7000030007" "Woori Bank" 2015 5 .02710192977779118 .00814032239764542 20135 "KR7000030007" "Woori Bank" 2015 5 .0010689471889049637 .00037285512967290843 20136 "KR7000030007" "Woori Bank" 2015 5 .015898586067798204 .0016429916341868754 20142 "KR7000030007" "Woori Bank" 2015 5 .004197277935339916 .003531954081862487 20143 "KR7000030007" "Woori Bank" 2015 5 0 .003919376498156303 20144 "KR7000030007" "Woori Bank" 2015 5 .006263068489562273 .00723546552790485 20145 "KR7000030007" "Woori Bank" 2015 5 0 .0013103891621661812 20146 "KR7000030007" "Woori Bank" 2015 5 -.013619906715270726 -.003659325299414023 20149 "KR7000030007" "Woori Bank" 2015 5 -.01916991610772017 .0055290515758953255 20150 "KR7000030007" "Woori Bank" 2015 5 .02127739844728488 .0022860354261399285 20151 "KR7000030007" "Woori Bank" 2015 5 -.006335818449085783 -.0015451277804222922 20152 "KR7000030007" "Woori Bank" 2015 5 -.003183026560121101 .00004503749372110945 20153 "KR7000030007" "Woori Bank" 2015 5 -.010683862308312577 .007259487621433927 20156 "KR7000030007" "Woori Bank" 2015 5 -.0010746911297654092 -.010045618908584441 20157 "KR7000030007" "Woori Bank" 2015 5 -.007555351644449502 -.004047682637351913 20158 "KR7000030007" "Woori Bank" 2015 5 -.0097986630487021 -.001987089618939057 20159 "KR7000030007" "Woori Bank" 2015 5 .03335435603959268 -.005182958492457466 20160 "KR7000030007" "Woori Bank" 2015 5 .0021141656923355564 .007683829554033234 20163 "KR7000030007" "Woori Bank" 2015 5 .023996978311350333 .0007752094460382831 20164 "KR7000030007" "Woori Bank" 2015 5 .0404095383378767 .021199427798639255 20165 "KR7000030007" "Woori Bank" 2015 5 -.004962789342129014 -.0007195024901609938 20166 "KR7000030007" "Woori Bank" 2015 5 -.011005613836602129 .004643004253727621 20167 "KR7000030007" "Woori Bank" 2015 5 -.018274620243481556 -.00031900823066373645 20170 "KR7000030007" "Woori Bank" 2015 5 -.015488177442800026 -.0003191100293904606 20171 "KR7000030007" "Woori Bank" 2015 5 -.0178482428247918 .0023443104832597387 20172 "KR7000030007" "Woori Bank" 2015 5 -.024666129890193834 .0007051599389205643 20173 "KR7000030007" "Woori Bank" 2015 5 .011872778430284345 -.009962275256084613 20174 "KR7000030007" "Woori Bank" 2015 5 .00748266452267182 -.0013655391547909325 20177 "KR7000030007" "Woori Bank" 2015 5 -.0085562019311958 .005057000682744104 20179 "KR7000030007" "Woori Bank" 2015 5 -.004305711711211868 -.000783542687722157 20180 "KR7000030007" "Woori Bank" 2015 5 -.006493529310548343 .00030560539680647816 20181 "KR7000030007" "Woori Bank" 2015 5 .00972454989199478 .008025587378348024 20184 "KR7000030007" "Woori Bank" 2015 5 -.01735401469315162 .0004936642450294423 20185 "KR7000030007" "Woori Bank" 2015 5 .006543098588935887 .00029315053978637364 20186 "KR7000030007" "Woori Bank" 2015 5 .014031530804257916 .005956732799061367 20187 "KR7000030007" "Woori Bank" 2015 5 -.002145923570276771 -.0001894063573351822 20188 "KR7000030007" "Woori Bank" 2015 5 .006424004961355101 .013934432278219892 20191 "KR7000030007" "Woori Bank" 2015 5 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-.0023494871307076426 20208 "KR7000030007" "Woori Bank" 2015 5 -.004640379556502225 -.00724158862753357 20212 "KR7000030007" "Woori Bank" 2015 5 .04100802372737704 .002375922608964443 20214 "KR7000030007" "Woori Bank" 2015 5 -.013483350337286988 -.013052458123952492 20215 "KR7000030007" "Woori Bank" 2015 5 -.03218668649590133 -.0064735018394815325 20216 "KR7000030007" "Woori Bank" 2015 5 -.004683849312426314 -.0026241958112451346 20219 "KR7000030007" "Woori Bank" 2015 5 .0046838493124264375 .005670722121927975 20220 "KR7000030007" "Woori Bank" 2015 5 .023095714794649395 -.0002908813486886191 20221 "KR7000030007" "Woori Bank" 2015 5 .009090971701252105 .008259505079021973 20222 "KR7000030007" "Woori Bank" 2015 5 -.027524673390090033 .002914166459947342 20223 "KR7000030007" "Woori Bank" 2015 5 -.009345862418237658 -.0065439345105259205 20226 "KR7000030007" "Woori Bank" 2015 5 -.023754086008107144 .0034216259076661018 20227 "KR7000030007" "Woori Bank" 2015 5 .0047961722634930135 .00336752337922178 20228 "KR7000030007" "Woori Bank" 2015 5 .0047732787526575905 .008773900933144374 20229 "KR7000030007" "Woori Bank" 2015 5 -.019231361927887644 -.007850169937084888 20230 "KR7000030007" "Woori Bank" 2015 5 .03341599691984402 .010911558725417332 20234 "KR7000030007" "Woori Bank" 2015 5 -.004705891037412617 -.0012122343894042287 20235 "KR7000030007" "Woori Bank" 2015 5 -.019048194970694474 -.016937596162021312 20236 "KR7000030007" "Woori Bank" 2015 5 0 .0016072486089562371 20237 "KR7000030007" "Woori Bank" 2015 5 .009569451016150673 .0018505858763285005 20240 "KR7000030007" "Woori Bank" 2015 5 -.009569451016150673 -.005894965579205508 20241 "KR7000030007" "Woori Bank" 2015 5 -.009661910911736859 -.011351446091190737 20242 "KR7000030007" "Woori Bank" 2015 5 .004842624475787991 -.007475045671142922 20243 "KR7000030007" "Woori Bank" 2015 5 -.019512814223581715 .004690508161966302 20244 "KR7000030007" "Woori Bank" 2015 5 -.017893121514049332 -.002298984823091618 20247 "KR7000030007" "Woori Bank" 2015 5 .00799205053133787 -.0014080795108989419 20248 "KR7000030007" "Woori Bank" 2015 5 .004962789342129097 -.0005618494681876902 20249 "KR7000030007" "Woori Bank" 2015 5 .014742281737203431 -.006176894024294554 20250 "KR7000030007" "Woori Bank" 2015 5 -.014742281737203431 .002575507822262427 20251 "KR7000030007" "Woori Bank" 2015 5 -.004962789342129014 -.002161226314493689 20254 "KR7000030007" "Woori Bank" 2015 5 -.0170601227453083 -.004811353307280131 20255 "KR7000030007" "Woori Bank" 2015 5 -.025629285949742304 -.006681364266956086 20256 "KR7000030007" "Woori Bank" 2015 5 .008273056493199283 .0030219681525592203 20257 "KR7000030007" "Woori Bank" 2015 5 -.01661512781059464 .0034439316407167573 20258 "KR7000030007" "Woori Bank" 2015 5 -.0010476690324436888 .0024848135969057885 20261 "KR7000030007" "Woori Bank" 2015 5 .01353482400500776 .003997938101304466 20262 "KR7000030007" "Woori Bank" 2015 5 .03854432503988185 .012590946635880191 20263 "KR7000030007" "Woori Bank" 2015 5 .019705071079332337 .002078369156946911 20264 "KR7000030007" "Woori Bank" 2015 5 0 -.00022538777582540535 20265 "KR7000030007" "Woori Bank" 2015 5 -.009804000096620856 .0024908283381862 20268 "KR7000030007" "Woori Bank" 2015 5 -.04225980928988261 -.014344641559333871 20269 "KR7000030007" "Woori Bank" 2015 5 .007168489478612497 .006631718579511737 16072 "KR7000040006" "HyosungMtr&Mach" 2004 6 . . 16075 "KR7000040006" "HyosungMtr&Mach" 2004 6 -.009756174945364685 .0034521354845295413 16076 "KR7000040006" "HyosungMtr&Mach" 2004 6 -.05026183478088831 -.000813338800428396 16077 "KR7000040006" "HyosungMtr&Mach" 2004 6 .08872811560868422 .004410791761737322 16078 "KR7000040006" "HyosungMtr&Mach" 2004 6 -.05826890812397576 -.003536782553281773 16079 "KR7000040006" "HyosungMtr&Mach" 2004 6 -.01005033585350145 .02530355076926674 16082 "KR7000040006" "HyosungMtr&Mach" 2004 6 0 .006509226666746321 16083 "KR7000040006" "HyosungMtr&Mach" 2004 6 .02985296314968113 -.002777746869099685 16084 "KR7000040006" "HyosungMtr&Mach" 2004 6 -.02985296314968116 .0014016079559652714 16085 "KR7000040006" "HyosungMtr&Mach" 2004 6 0 -.0046718031269089725 end format %tdNN/DD/CCYY date
Where I went wrong?
Thanks a lot in advance.
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