predictive regression with dependent variables over longer horizon

[Sofia Frascalo]

Hello Stata Community,


I'm trying to regress a variable ret on CSV.
It is a predictive regression so CSV is a lagged variable.
However, the independent variable CSV predicts the dependent variable ret for 12 periods
In formula it looks like the following:
reg ret[_n:_n+12] CSV[_n]
how can I write this in code in stata?

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. Also, don't attach files - we can't work with them easily of many won't open them.

First, xtset your data. Then, you can calculate the 12 period change in stock or whatever using F12.price - F.price. Then do your regression.