Cumulative abnormal return graphs

[Alice Ecila]

Hi all,
I am conducting an event study, assessing the impact of various events on various companies' stocks.
I have a dataset composed by:

company_id
stock return
market return
date: these are trading days in a year (approx 260 per year)
event date: date of event of interest

I have already computed abnormal returns and cumulative abnormal returns over the whole event window (just adding all the abnormal returns over the event window and getting one number to use for tests)

I would like to plot for each company (and for the aggregate portfolio) the dynamics of abnormal returns and cumulative abnormal returns. I am NOT able to compute CAR in the right way to later use it for the graph, i.e. if there are 5 days in the event window I need 5 different values of CAR: at time t=1 CAR1=AR1, t=2 CAR2=CAR1+AR2, and so on..

Can anybody help me on this?

Thanks

Alice

[Attaullah Shah]

You can try this

twoway (line abnormal_return  dif, sort) if dif>-5 & dif<6

where dif are days, negative values show days prior to event and positive values shows days after the event