Search found 24 matches

by shineK
Tue Jul 03, 2018 11:04 pm
Forum: Estimation
Topic: return calculation
Replies: 17
Views: 24260

Re: return calculation

Hi all,

I solved the monthly return problem, thank you.
But still stuck in the yearly part...
by shineK
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!!!!!!...
by shineK
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...
by shineK
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!!! :D
by shineK
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...
by shineK
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...
by shineK
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...
by shineK
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.
by shineK
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 ...
by shineK
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...
by shineK
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!!! :D
by shineK
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...
by shineK
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?
by shineK
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 :D :D :D
by shineK
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,

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