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  • Finding stock beta with a forvalues loop

    ignore this post
    Last edited by Fionn McGowan; 02 Jul 2019, 19:06.

  • #2
    Fionn McGowan Please do read the FAQ Advice as suggested every time you post. If you had done that, you would have seen https://www.statalist.org/forums/help#closure and specifically the request

    Please don't mangle your own posts starting a thread, even if you solved your problem yourself or realised that the question was silly. Explain the solution, even if it was trivial. Often someone else will have the same problem.
    Statalist isn't even primarily a help line for individuals to get answers. It's a resource for many people, including lurkers. Given that you started this thread, it is now just a distraction to people interested by the title.

    Posting a new post with your question and its answer -- even if it's a link to a place where you found a solution or the name of a command that helps -- would restore the thread to usefulness.

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    • #3
      Since you initiated this post, it will appear in search results. Therefore, I would just refer to asreg (can be downloaded from SSC) for finding betas in a rolling window or without rolling window. Finding betas in a loop can be too time-consuming and is usually not recommended. asreg provides an easy yet extremely fast solution to finding stock betas. To install asreg
      Code:
      ssc install asreg
      Here are a few posts that show the use of asreg:

      1. You tube video: Rolling Window Regression | Fastest Rolling Betas | Stata

      2. ASREG: A powerful package for regressions in Stata

      3. Rolling window regressions

      4. by-group regressions

      5. Fama-MacBeth (1973) regressions
      Regards
      --------------------------------------------------
      Attaullah Shah, PhD.
      Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
      FinTechProfessor.com
      https://asdocx.com
      Check out my asdoc program, which sends outputs to MS Word.
      For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

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