How to refers the last n rows or obs in Stata

[Fabio Colares]

Hi!
I have a dataset with prices of stocks. It is a data panel by Code (the ticker of the stock) and Date. For each Code in a Date I have a price for a stock.
I need to create a new variable with the maximum price of the last 60 days for each Code (each stock).
I am trying the command bysort Code: egen Maximo=max(Fechamento). However, I am getting only one value for each Code - the maximum value for that Code during all the time.
What I need is the maximum price for the stock in the last 60 days.
Thanks!

[Justin Niakamal]

See the second post in the following thread:

https://www.statalist.org/forums/for...6-month-period

[Fabio Colares]

Hi!
I tried to use the commands below:

gen date_sif = daily(date, "YMD")
assert missing(date) == missing(date_sif)
format date_sif %td

rangestat (max) value, interval(date_sif -183 0)

However, at the first command, I got a error: type mismatch.

gen date_sif = daily(Date, "DMY")
type mismatch
r(109);

Below are my dates:

Date
02/01/1986
03/01/1986
04/01/1986
05/01/1986
06/01/1986
07/01/1986
08/01/1986
09/01/1986
10/01/1986
11/01/1986
12/01/1986
13/01/1986
14/01/1986
15/01/1986
16/01/1986
17/01/1986
18/01/1986
Type: int
Format: %tdDD/NN/CCYY
Type of data: Daily

What is happening? How to solve?

Many thanks!!

[Clyde Schechter]

It looks like your Date variable is already a Stata internal format date variable. So skip the first three commands and just run

rangestat (max) value, interval(Date -183 0)

[Justin Niakamal]

From the looks of your Date variable you don't need to convert your date, so that part can be skipped.

From what you described you'll want something like:

rangestat (max) Fechamento, interval(Date -60 0) by(Code)

In the thread I referenced

gen date_sif = daily(date, "YMD")

was used to convert the date variable from human readable form to Stata internal form. Your variable looks to already be Stata internal form so that step isn't needed. If none of that makes sense I would suggest reading -help datetime-.

Edit: Crossed with Clyde's post.

[Fabio Colares]

Guys, you are great!!! I got!! Thanks a lot!!!