Hi
I am trying to do time series regression, however I got error message. Here is my code:
encode Ticker , generate(id)
tsset id Week
gen beta=.
gen IC=.
egen mi=min(id)
egen mx=max(id)
local mi
local mx
local hi=weekmax
local lo=weekmax-156
forvalues i = `lo'/`hi' {
forvalues d = `mi'/`mx' {
local j = `i' - 11
capture regress N_Return N_Forcast_return if inrange(Week, `j', `i')& id==`d'
replace beta=_b[N_Forcast_return] if id==`d'
replace IC=(e(r2))^0.5 if beta>0 & id==`d'
replace IC=(e(r2))^0.5 if beta<0 & id==`d'
}
}
When I just run regress N_Return N_Forcast_return if inrange(Week, 500, 580)& id==250, it works.
my error message: invalid syntax
Can anyone helps me to debug it?
Thank you.
Best,
Xixi Lin
I am trying to do time series regression, however I got error message. Here is my code:
encode Ticker , generate(id)
tsset id Week
gen beta=.
gen IC=.
egen mi=min(id)
egen mx=max(id)
local mi
local mx
local hi=weekmax
local lo=weekmax-156
forvalues i = `lo'/`hi' {
forvalues d = `mi'/`mx' {
local j = `i' - 11
capture regress N_Return N_Forcast_return if inrange(Week, `j', `i')& id==`d'
replace beta=_b[N_Forcast_return] if id==`d'
replace IC=(e(r2))^0.5 if beta>0 & id==`d'
replace IC=(e(r2))^0.5 if beta<0 & id==`d'
}
}
When I just run regress N_Return N_Forcast_return if inrange(Week, 500, 580)& id==250, it works.
my error message: invalid syntax
Can anyone helps me to debug it?
Thank you.
Best,
Xixi Lin
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