Hello,
I have a data set with monthly share prices for several firms. I would like to create a variable "share price year before" which takes the share price 12 months before the current month.
It is a kind of lag function but 12 rows backward (if there are 12 rows backward for the specific firm).
Could you please assist how to write this code?
Thanks in advance,
Lior
DATA WORK.have;
LENGTH
'Company Name'n $ 26
'Ticker Symbol'n $ 6
year 8
month 8
'Price - Close - Monthly'n 8 ;
FORMAT
'Company Name'n $CHAR26.
'Ticker Symbol'n $CHAR6.
year BEST12.
month BEST12.
'Price - Close - Monthly'n BEST12. ;
INFORMAT
'Company Name'n $CHAR26.
'Ticker Symbol'n $CHAR6.
year BEST12.
month BEST12.
'Price - Close - Monthly'n BEST12. ;
INFILE DATALINES4
DLM='7F'x
MISSOVER
DSD ;
INPUT
'Company Name'n : $CHAR26.
'Ticker Symbol'n : $CHAR6.
year : BEST32.
month : BEST32.
'Price - Close - Monthly'n : BEST32. ;
DATALINES4;
PETCO ANIMAL SUPPLIES INC0230B1994312.99999905
PETCO ANIMAL SUPPLIES INC0230B1994413.24999809
PETCO ANIMAL SUPPLIES INC0230B1994513.62499809
PETCO ANIMAL SUPPLIES INC0230B1994612.24999905
PETCO ANIMAL SUPPLIES INC0230B1994712.24999905
PETCO ANIMAL SUPPLIES INC0230B1994814.37499809
PETCO ANIMAL SUPPLIES INC0230B1994914.99999857
PETCO ANIMAL SUPPLIES INC0230B19941016.99999809
PETCO ANIMAL SUPPLIES INC0230B19941116.74999762
PETCO ANIMAL SUPPLIES INC0230B19941214.49999905
PETCO ANIMAL SUPPLIES INC0230B1995117.49999762
PETCO ANIMAL SUPPLIES INC0230B1995218.74999857
PETCO ANIMAL SUPPLIES INC0230B1995320.99999857
PETCO ANIMAL SUPPLIES INC0230B1995420.62499857
PETCO ANIMAL SUPPLIES INC0230B1995520.49999762
PETCO ANIMAL SUPPLIES INC0230B1995623.24999857
PETCO ANIMAL SUPPLIES INC0230B1995722.24999809
PETCO ANIMAL SUPPLIES INC0230B1995824.24998474
PETCO ANIMAL SUPPLIES INC0230B1995925.99999237
PETCO ANIMAL SUPPLIES INC0230B19951027.99998474
PETCO ANIMAL SUPPLIES INC0230B19951127.49999237
PETCO ANIMAL SUPPLIES INC0230B19951229.24997711
PETCO ANIMAL SUPPLIES INC0230B1996131.87497711
PETCO ANIMAL SUPPLIES INC0230B1996232.99997711
PETCO ANIMAL SUPPLIES INC0230B1996344.74999237
PETCO ANIMAL SUPPLIES INC0230B1996428.75
PETCO ANIMAL SUPPLIES INC0230B1996528.5
PETCO ANIMAL SUPPLIES INC0230B1996628.75
PETCO ANIMAL SUPPLIES INC0230B1996722.25
PETCO ANIMAL SUPPLIES INC0230B1996824
PETCO ANIMAL SUPPLIES INC0230B1996927.25
PETCO ANIMAL SUPPLIES INC0230B19961023.5
PETCO ANIMAL SUPPLIES INC0230B19961121.875
PETCO ANIMAL SUPPLIES INC0230B19961220.75
PETCO ANIMAL SUPPLIES INC0230B1997124.375
PETCO ANIMAL SUPPLIES INC0230B1997227.625
PETCO ANIMAL SUPPLIES INC0230B1997323.5
PETCO ANIMAL SUPPLIES INC0230B1997421.375
PETCO ANIMAL SUPPLIES INC0230B1997526.75
PETCO ANIMAL SUPPLIES INC0230B1997630
PETCO ANIMAL SUPPLIES INC0230B1997726.5
PETCO ANIMAL SUPPLIES INC0230B1997829.625
PETCO ANIMAL SUPPLIES INC0230B1997931.375
PETCO ANIMAL SUPPLIES INC0230B19971030.75
PETCO ANIMAL SUPPLIES INC0230B19971129.5
PETCO ANIMAL SUPPLIES INC0230B19971224
PETCO ANIMAL SUPPLIES INC0230B1998124.625
PETCO ANIMAL SUPPLIES INC0230B1998214.31199932
PETCO ANIMAL SUPPLIES INC0230B1998319.5
PETCO ANIMAL SUPPLIES INC0230B1998419.75
PETCO ANIMAL SUPPLIES INC0230B1998519.375
PETCO ANIMAL SUPPLIES INC0230B1998619.9375
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PETCO ANIMAL SUPPLIES INC0230B199887.0625
PETCO ANIMAL SUPPLIES INC0230B199899
PETCO ANIMAL SUPPLIES INC0230B1998108.875
PETCO ANIMAL SUPPLIES INC0230B19981110
PETCO ANIMAL SUPPLIES INC0230B19981210.0625
PETCO ANIMAL SUPPLIES INC0230B199918.0625
PETCO ANIMAL SUPPLIES INC0230B199928.0625
PETCO ANIMAL SUPPLIES INC0230B1999310
PETCO ANIMAL SUPPLIES INC0230B1999413.125
PETCO ANIMAL SUPPLIES INC0230B1999514.125
PETCO ANIMAL SUPPLIES INC0230B1999615.75
PETCO ANIMAL SUPPLIES INC0230B1999716.5
PETCO ANIMAL SUPPLIES INC0230B1999812.5
PETCO ANIMAL SUPPLIES INC0230B1999911.875
PETCO ANIMAL SUPPLIES INC0230B19991011.5625
PETCO ANIMAL SUPPLIES INC0230B19991114
PETCO ANIMAL SUPPLIES INC0230B19991214.875
PETCO ANIMAL SUPPLIES INC0230B2000112.5
PETCO ANIMAL SUPPLIES INC0230B2000210.75
PETCO ANIMAL SUPPLIES INC0230B2000311.875
PETCO ANIMAL SUPPLIES INC0230B2000411.5625
PETCO ANIMAL SUPPLIES INC0230B2000518.9375
PETCO ANIMAL SUPPLIES INC0230B2000619.625
PETCO ANIMAL SUPPLIES INC0230B2000719.8125
PETCO ANIMAL SUPPLIES INC0230B2000821
PETCO ANIMAL SUPPLIES INC0230B2000921.8125
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