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标题: 多个时间间隔内分组累计函数的计算 [打印本页]

作者: shiyiming 时间: 2010-11-2 09:24
标题: 多个时间间隔内分组累计函数的计算
我有如下的一个数据（以下是一部分样本，并且同样的数据集有多个），各个变量含义依次是股票代码、交易日期、某个收益值、基准日期（记为第0天）、基准日前两天（记第-2天）、基准日后两天（记第2天）、后边的依次是后4、6、8、10天（4、6、8、10），现在需要计算不同股票在以下时间区间内【-2，2】、【0，2】、【0，4】，【0，6】，【0，8】，【0，10】跟ar有关的一个函数值，请教该如何写程序？或者请高手提示下该用什么？循环和宏吗？

stck Trddt ar date pre2_date aft2_date aft4_date aft6_date aft8_date aft10_date
000009 2008-03-06 0.02442681 2008-03-08 2008-03-06 2008-03-10 2008-03-12 2008-03-14 2008-03-16 2008-03-18
000009 2008-03-07 -0.020126482 2008-03-08 2008-03-06 2008-03-10 2008-03-12 2008-03-14 2008-03-16 2008-03-18
000009 2008-03-10 -0.021732947 2008-03-08 2008-03-06 2008-03-10 2008-03-12 2008-03-14 2008-03-16 2008-03-18
000026 2008-04-07 -0.035743757 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19
000026 2008-04-08 -0.021548374 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19
000026 2008-04-09 0.021731954 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19
000026 2008-04-10 -0.031038653 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19
000026 2008-04-11 0.000708965 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19
000026 2008-04-14 -0.027964365 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19
000026 2008-04-15 -0.048091734 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19
000026 2008-04-16 0.025881512 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19
000026 2008-04-17 -0.007311003 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19
000026 2008-04-18 -0.022120984 2008-04-09 2008-04-07 2008-04-11 2008-04-13 2008-04-15 2008-04-17 2008-04-19

作者: shiyiming 时间: 2010-11-2 12:10
标题: Re: 多个时间间隔内分组累计函数的计算
跟ar有关的一个函数值??

是要什么函数值？
是要先把非基准日期的ar给弄出来吧

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