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    Output Basic Statistics in Excel via - tabout -

    Hi, I am trying to output in Excel the mean and median of a few variables that we will call var1, var2, var3 etc.. by SECURITY and EVENT_WINDOW, two other variables in my dataset. The tables would something like that: EVENT_WINDOW(1) mean(var1) median(var1) mean(var2)...
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    Matrix Multiplication + Save Result by group

    Bonjour a tous, I'm trying to achieve the following multiplication VAR = W*S*W' w: [n,1] S: [n,n] s: [n,1] I have the following variables in Stata: date W s In my case, S is a square matrix [n,n] with 1 in the diagonal and a constant (per period) "s" in the diagonal. The...
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    STATA - Finance - Portfolio Volatility

    Hi all, I am experiencing difficulties to calculate portfolio volatility each period ("rebalance") given the following variables (enclosed). Correlation ("corr_Nt") across assets ("ticker") remains constant within a period. It is an equally weighted portfolio but weight changes each period (#...
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    STATA - Finance - Portfolio Volatility

    Statistical package Please refer to the Statistical Package section for this post
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    MATLAB: Reshape nested structure and export it to Excel - Panel Data - Financial Time

    I am working with a nested structure with multiple fields, each field is a Nx1 vector (cell and double). {Ticker Date Open High Low Close Volume AdjClose} I would like to reshape the structure to a 3 column matrix and export to Excel: {Date} {Ticker} {AdjClose} Please can you help me...
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    STATA - Regression with decreasing sample + save t-statistics

    Hi all, I am working with the following data: stick year q diff_unemploy 2.03 1975 1 0.031 1.28 1976 1 -0.005 0.92 1977 1 -0.002 2.03 1975 2 0.024 1.87 1976 2 -0.005 0.92 1977 2 -0.002 2.03 1975 3 0.031 1.33 1976 3 0.003 0.92 1977 3 -0.002 1.40 1975 4 0.031 1.28 1976 4 0.1 0.92...
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    Historical Unemployment Forecast Data. Where can I find it?

    Hi, I am trying to find Historical Unemployment Forecast data. Harder than expected. Anybody knows where to find that? I am also looking for Employment Protection Legislation (EPL) Index by state in the US. Any idea? Thanks!
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    Help Needed :( - Problem Basic Reshape - Stata

    Hi everybody, I have the following data: date A AAP AAPL ABC ACN ACT ACXM 8/15/2006 9.3 0.4 3.9 0.3 1 1 0.9 8/16/2006 2.9 6.8 2.3 0.5 2.6 2.4 0.9 8/17/2006 0.8 -0.4 -0.6 -0.3 0.5 0.5 0 8/18/2006 -1.5 -1.5 0.5 0.2 0.6 0.8 0 8/21/2006 -1.5 -1.3 -2 0 -1.8 -1.2 -1 That I would...
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    Stata - Finance - Quarterly Rebalancing Portfolio

    Hi all, I would like to achieve the following with STATA: I have about 8 years daily stock returns that I would like to transform to cumulative returns over a quarters. I would like to create a variable "rebalancing" that is equal to the portfolio rebalancing date if the variable "date"...
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    Generate Variable "quarterly_rebalancing" if "date" < "rebalancing"

    Hi all, I have about 8 years daily stock returns that I would like to transform to cumulative returns over a quarters. I would like to create a variable "rebalancing" that is equal to the portfolio rebalancing date if the variable "date" <= to the next rebalancing date. Rebalancing happens...