大家好，又來叨擾大家了
為了得到每間公司每個月前11期的報酬率總和(想做momentum)
目前想到的辦法就是分類每間公司
再產生每間公司的滯後一期的報酬率
共產生11期再進行加總
這是目前想到的方法是寫出
by ID: gen mr_1 = mr1999[_n-1]
by ID: gen mr_2 = mr1999[_n-2]
by ID: gen mr_3 = mr1999[_n-3]
by ID: gen mr_4 = mr1999[_n-4]
by ID: gen mr_5 = mr1999[_n-5]
by ID: gen mr_6 = mr1999[_n-6]
by ID: gen mr_7 = mr1999[_n-7]
by ID: gen mr_8 = mr1999[_n-8]
by ID: gen mr_9 = mr1999[_n-9]
by ID: gen mr_10 = mr1999[_n-10]
by ID: gen mr_11 = mr1999[_n-11]

再針對每一個期間得到加總資料

但這邊有沒有辦法寫出loop得到這新生成的11個變數
這是初步寫出來的結果
forv i=1/11 {
by ID: egen mr_`i' = mr1999[_n-`i'] if i==`i'
}



但是顯示為
"unknown egen function mr1999[_n-1]()"


請問版上的高手可否提供想法或針對我寫出的程式指導一下


謝謝


這是我的檔案