数据格式如所附EXCEL 表格。如何在每组数据中(每个公司)给Event前还有后的观察值编号? Event 前一个观测值为-1,前两个为-2,后一个为1,后两个为2,依次类推,填满为止。谢谢大家帮助!
| date | CIK | ret | event |
20090615 | 2809 | -0.02921 | |
20090616 | 2809 | 0.008378 | |
20090617 | 2809 | 0.001133 | |
20090618 | 2809 | -0.03244 | |
20090619 | 2809 | 0.027875 | |
20090622 | 2809 | -0.0732 | |
20090623 | 2809 | 0.04645 | |
20090624 | 2809 | 0.046539 | |
20090625 | 2809 | 0.039238 | |
20090626 | 2809 | -0.0214 | |
20090629 | 2809 | 0.001102 | |
20090630 | 2809 | -0.03689 | |
20090701 | 2809 | 0.043626 | 0 |
20090702 | 2809 | -0.02356 | |
20090703 | 2809 | | |
20090706 | 2809 | -0.04115 | |
20090707 | 2809 | 0.00077 | |
20090708 | 2809 | -0.03918 | |
20090709 | 2809 | 0.000801 | |
20090710 | 2809 | -0.00487 | |
20090713 | 2809 | 0.02585 | |
20090714 | 2809 | 0.020633 | |
20090715 | 2809 | 0.055221 | |
20090615 | 5337 | 0 | |
20090616 | 5337 | 0 | |
20090617 | 5337 | 0 | |
20090618 | 5337 | 0 | |
20090619 | 5337 | 0 | |
20090622 | 5337 | 0 | |
20090623 | 5337 | 0 | |
20090624 | 5337 | 0 | |
20090625 | 5337 | 0 | |
20090626 | 5337 | 0.019101 | |
20090629 | 5337 | 0.051008 | |
20090630 | 5337 | 0 | |
20090701 | 5337 | 0.072225 | 0 |
20090702 | 5337 | -0.00001 | |
20090703 | 5337 | | |
20090706 | 5337 | -0.08485 | |
20090707 | 5337 | -0.00323 | |
20090708 | 5337 | -0.00001 | |
20090709 | 5337 | -0.01593 | |
20090710 | 5337 | -0.03261 | |
20090713 | 5337 | 0.042414 |
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