Hi all,
I solved the monthly return problem, thank you.
But still stuck in the yearly part...
Search found 24 matches
- Tue Jul 03, 2018 11:04 pm
- Forum: Estimation
- Topic: return calculation
- Replies: 17
- Views: 24260
- Tue Jul 03, 2018 10:12 pm
- Forum: Estimation
- Topic: return calculation
- Replies: 17
- Views: 24260
Re: return calculation
Hi all, Also, after calculating the monthly return, i need to calculate the annual return by using monthly return, more important is that the annual period is from July t-1 to Jun t, but i do not know how to select this period out to calculate the annual return, really needs help, thanks a lot!!!!!!...
- Tue Jul 03, 2018 10:08 pm
- Forum: Estimation
- Topic: return calculation
- Replies: 17
- Views: 24260
Re: return calculation
:!: <<URGENT>> :!: Hi there, i need to calculate the monthly return by daily data(as attached - RIsna_dwnS_all_cs) following is the code that i wrote, but the results show lots of NA, please help to check the reason. Thank you so much!!!!!!!!!! %dir="F:\Thesis\Eviews\St12_Ret_mth\dwnSize\2.RIsn...
- Tue Jul 03, 2018 5:34 am
- Forum: Programming
- Topic: @recode
- Replies: 22
- Views: 46899
Re: @recode
Hi Matt,
I had already solved the first problem, thanks!!!
I had already solved the first problem, thanks!!!
- Tue Jul 03, 2018 3:52 am
- Forum: Programming
- Topic: @recode
- Replies: 22
- Views: 46899
Re: @recode
By the way, i need to calculate the yearly return by monthly return, and the period defined as July,t-1 to Jun t, how do i get this kind of period to calculate the annual return??? And, there r another two kinds of control variable(the concept similar as previous), the definition as below 1. buy-and...
- Tue Jul 03, 2018 3:43 am
- Forum: Programming
- Topic: @recode
- Replies: 22
- Views: 46899
Re: @recode
Hi Matt, Actually, I only have a cusip_FF_run workfile, and import the AG in the same workfile(please check the attachment) Where i stuck is that i try to find whether the ds_s_f is in the group om R1, if exist, and find the date(correspond 'syear'), then got the value or NA(as following picture) Bu...
- Mon Jul 02, 2018 12:40 am
- Forum: Programming
- Topic: @recode
- Replies: 22
- Views: 46899
Re: @recode
Hi Matt, I have another problem for merging data, it's a little bit like the question i asked before, and below is the suggestion that you gave me. but now, I have 2 requirements, i need to comparison the 'ds_s_f' and 'syear' for example, if ds_s_f=357299, syear=2005 exist in file AG, then AG_s= the...
- Sun Jul 01, 2018 8:10 am
- Forum: Programming
- Topic: complex Matching
- Replies: 1
- Views: 2287
Re: complex Matching
Add other related files as attached.
- Sun Jul 01, 2018 7:09 am
- Forum: Programming
- Topic: complex Matching
- Replies: 1
- Views: 2287
complex Matching
Hi there, i have a equation need to run and as you can see from the picture i need to match them all first, i'm thinking to create 4 parts (Ret/AG_s/AG_c/OtherCtrl) but i don't know how to start it...please help i'm working with my thesis now and finish these all will have a huge improvement and my ...
- Sun Jul 01, 2018 6:36 am
- Forum: Programming
- Topic: return calculation
- Replies: 0
- Views: 2369
return calculation
Hi there, I have monthly return data(as attached), and i need to calculate 1. buy-and-hold return over Jan(t) to June(t) where t is the portfolio formation year t >> BHRET6_it=[(1+r)_(i,1))*…*(1+r_(i,6) )]-1 2. the 36 months buy-and-hole return over July(t-3) to June(t) And, the R1 order need as sam...
- Fri Jun 29, 2018 4:37 pm
- Forum: Programming
- Topic: Combine Matrix
- Replies: 4
- Views: 4829
Re: Combine Matrix
Hi Matt,
Thank you. I have solved the problem!!!
Thank you. I have solved the problem!!!
- Fri Jun 29, 2018 2:47 am
- Forum: Programming
- Topic: Combine Matrix
- Replies: 4
- Views: 4829
Re: Combine Matrix
Hi there, i have several matrix(more that 1000) with monthly frequency and need to combine to one, each matrix have 2 columns(c1 is monthly date, c2 is return), how to combine them all and with one monthly date? i would like to turn matrix into group, but i can't use mtos because when i imported dat...
- Fri Jun 29, 2018 1:35 am
- Forum: Data Manipulation
- Topic: how to transform a matrix into group
- Replies: 4
- Views: 5953
Re: how to transform a matrix into group
Hi there,
how to remove the spaces?
and, i would like to add a header(rowvector), how to do it?
how to remove the spaces?
and, i would like to add a header(rowvector), how to do it?
- Thu Jun 28, 2018 9:46 pm
- Forum: Programming
- Topic: @recode
- Replies: 22
- Views: 46899
Re: @recode
Hi Matt,
OK! I found it!
Thank you
OK! I found it!
Thank you
- Wed Jun 27, 2018 10:30 pm
- Forum: Programming
- Topic: @recode
- Replies: 22
- Views: 46899
Re: @recode
Hi Matt,
Thanks a lot!!!
By the way, i can't find the place to post my own question, could you show me?
Best,
Thanks a lot!!!
By the way, i can't find the place to post my own question, could you show me?
Best,