经管萌新一枚,我想要分析76只股票(每股131份交易数据),先以90个日收益数据回归,再算异常收益率,最后对异常收益率进行横截面平均。但程序总是在第三段报错,提示@str(131*(!j-1)+!i+90)是illegal data,球球大神们教教我,不然期末要凉了( )<br>
附上程序<br>
for !i=1 to 76
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%a=@str(131*(!i-1)+1)
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%b=@str(131*(!i-1)+90)
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smpl %a %b
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equation eq.ls ser01 c ser02
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a(!i)=@coefs(1)
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b(!i)=@coefs(2)
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next
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for !i=1 to 76
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%a=@str(131*(!i-1)+1)
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%b=@str(131*(!i-1)+131)
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smpl %a %b
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r01=ser01-(a(!i)+b(!i)*ser02)
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sd(!i)=@stdev(r01)
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next
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for !i=1 to 41
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count=0
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for !j=1 to 76
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count=count+@elem(r01,@str(131*(!j-1)+!i+90))
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next
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ar01(!i)=count/76
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next