Dear Forum-users,
I have a question regarding the following data. The ncusip is the identifier, ret equals the returns, and t concerns the trading days relative to an event date. The event date is here t= 0, and the data goes on to t = 800. Furthermore, I use Stata 15.1 on windows 10.
I want to generate an additional variable that serves as a trading month. Here, a month is defined as 21 trading days. Thus, from t =1 until t = 21 is month 1, and month 22 till 43, etc. I'm looking for a total of 36 months. Normally, I would recode t by hand, but that seems rather inefficient for 36 months.
Thank you very much for your help.
Kind regards,
Justin
I have a question regarding the following data. The ncusip is the identifier, ret equals the returns, and t concerns the trading days relative to an event date. The event date is here t= 0, and the data goes on to t = 800. Furthermore, I use Stata 15.1 on windows 10.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str8 ncusip double ret float t "14327110" -.043478261679410934 0 "14327110" -.13636364042758942 1 "14327110" -.05263157933950424 2 "14327110" 0 3 "14327110" .1111111119389534 4 "14327110" .05000000074505806 5 "14327110" .0476190485060215 6 "14327110" 0 7 "14327110" .04545454680919647 8 "14327110" 0 9 "14327110" 0 10 "14327110" -.043478261679410934 11 "14327110" 0 12 "14327110" .13636364042758942 13 "14327110" 0 14 "14327110" 0 15 "14327110" 0 16 "14327110" .14926364032752912 17 "14327110" 0 18 "14327110" 0 19 "14327110" 0 20 "14327110" 0 21 "14327110" 0 22 "14327110" .04545454680919647 23 end
Thank you very much for your help.
Kind regards,
Justin
Comment