暂时帮不到你，抱歉

恩 谢谢

这样的程序肯定是没错的，至于为什么语法错误，要把代码贴出来才能分析出来
运行结果：

capture program drop x

program x

forvalue i = 2 (i) 6 {

use "e:\match.dta",clear

sort Stkcd Trddt

bys Stkcd: gen datenum=_n

by Stkcd: gen target_1=datenum if i_n==`i'

egen td = min (target_1),by(Stkcd)

drop target_1

*find the interval day
gen dif=datenum-td

*choose the length of the event window
by Stkcd: gen event_window=1 if dif>=0 & dif <=21

forvalues j = 2(1)36{

by Stkcd: replace event_window=`j' if dif>=(`j'-1)*21+(`j'-1) & dif <=`j'*21+(`j'-1)
}

*caculate the length of the window for every company
egen count_event_obs=count(event_window),by(Stkcd)

sort Stkcd event_window

keep if  event_window !=.

keep if  count_event_obs==792

count if i_m==1

sort Stkcd Trddt

*2.3 caculate the buy and hold stock return
sort Stkcd event_window Trddt

by Stkcd event_window: gen return_stock=(Clsprc[_N]-Clsprc[1])/Clsprc[1]

by Stkcd event_window: gen return_stock1=return_stock+1

sort Stkcd event_window Trddt

by Stkcd event_window: gen return_stock2=return_stock1 if i_m ==1

by Stkcd event_window: replace return_stock2=1 if return_stock2==.

egen R1=prod(return_stock2),by(Stkcd)

keep if i_n==`i'

egen r1_sum = sum(R1)

saveold "E:\1992_nonipo_`i'",replace

}
end

x


程序是这样的，子LOOP是用来生成窗口的，母的LOOP是用来选择股票的，分别是2 ，3， 4 到6

先谢过！~~