Hi -My main concern are the 1262 and 1272 observations in the distcd. -First, for the same company (identified by the individual permno) I am looking to keep the observations which are one month before the 1262 or 1272. (along with keeping these observations of 1262 and 1272). Hypothetical example: keep monthdate 201111 for permno 93417 if distcd 1262 exists in 201112 for permno 93417. (please note dates are in numeric form). -Next, I would like to create 3 different databases.... Database 1: Contains 1262 or 1272 observations, where each firms DIVAMT is 10% or greater of the previous month's PRC. Database 2: Contains 1262 or 1272 observations, where each firms DIVAMT is >5% and <10% of the previous month's PRC. Database 3: Contains all the remaining 1262 and 1272 observations. Please note: I need the one month prior observations merely for calculation purposes. See sample data below. DATE PERMNO DISTCD DIVAMT PRC MONTHDATE 19330531 10014 . . 18 193305 19330630 10014 . . 21.625 193306 19330731 10014 1232 0.15 22.875 193307 19330831 10014 . . 30.25 193308 19330930 10014 . . 26.25 193309 19331031 10014 1232 0.15 25.625 193310 19331031 10014 1272 0.15 25.625 193310 19331129 10014 . . 22.625 193311 19331230 10014 . . 22.375 193312 19340131 10014 1232 0.15 21.75 193401 19340131 10014 1272 0.15 21.75 193401 19340228 10014 . . 19.75 193402 19340331 10014 . . 22.625 193403 19340430 10014 1232 0.15 19.625 193404 19340430 10014 1272 0.15 19.625 193404 19340531 10014 . . 19.5 193405 19340630 10014 . . 21.125 193406 19340731 10014 1232 0.15 19.375 193407 19340731 10014 1272 0.15 19.375 193407 19340831 10014 . . 19 193408 19340929 10014 1232 0.15 20.25 193409 19341031 10014 1272 0.15 17.875 193410 19341130 10014 . . 17.625 193411 19341231 10014 . . 18.875 193412 19350131 10014 1232 0.15 17.375 193501 19350131 10014 1272 0.15 17.375 193501 19350228 10014 . . 16.5 193502 19350330 10014 . . 16.25 193503 19350430 10014 1232 0.15 17.75 193504 19350430 10014 1272 0.15 17.75 193504 19350531 10014 . . 17.25 193505 19350629 10014 . . 16.75 193506 19350731 10014 1232 0.15 15.5 193507 19350731 10014 1272 0.15 15.5 193507 19350831 10014 . . 16.5 193508 19350930 10014 . . 15.5 193509 19351031 10014 1232 0.15 13.875 193510 19351031 10014 1272 0.15 13.875 193510 19351130 10014 . . 15.375 193511 19351231 10014 . . 15.375 193512 19360131 10014 1232 0.15 16.375 193601 19360131 10014 1272 0.15 16.375 193601 19360229 10014 . . 15.5 193602 19360331 10014 . . 15 193603 19360430 10014 1232 0.15 14.375 193604 19360430 10014 1272 0.15 14.375 193604 19360529 10014 . . 14.25 193605 19360630 10014 . . 14.125 193606 19360731 10014 1232 0.15 13.625 193607 19360731 10014 1272 0.15 13.625 193607 19360831 10014 . . 14.625 193608 19360930 10014 . . 16.75 193609 19361031 10014 1232 0.15 15.25 193610 19361031 10014 1272 0.15 15.25 193610 19361130 10014 . . 14.5 193611 19361231 10014 . . 14.625 193612 19370130 10014 1212 0.15 14.5 193701 19370130 10014 1272 0.15 14.5 193701 19370227 10014 . . 15 193702 19370331 10014 . . 14.625 193703 19370430 10014 1212 0.15 12.5 193704 19370430 10014 1272 0.15 12.5 193704 19370528 10014 . . 12 193705 19370630 10014 . . 11.375 193706 19370731 10014 1212 0.15 -11.6875 193707 19370731 10014 1272 0.15 -11.6875 193707 19370831 10014 . . 11.625 193708 19370930 10014 . . 12.25 193709 19371030 10014 1212 0.15 11.375 193710 19371030 10014 1272 0.3 11.375 193710 19371130 10014 . . 11.625 193711 19371231 10014 . . 11.5 193712 19380131 10014 1212 0.15 12.5 193801 19380131 10014 1272 0.15 12.5 193801 19380228 10014 . . 11.75 193802 19380331 10014 . . 8.75 193803 19380430 10014 1212 0.15 9.625 193804 19380430 10014 1272 0.15 9.625 193804 19380531 10014 . . 9.875 193805 19380630 10014 . . 10.5 193806 19380730 10014 1212 0.15 11 193807 19380730 10014 1272 0.15 11 193807 19380831 10014 . . 10.375 193808 19380930 10014 . . 9.875 193809 19381031 10014 1212 0.15 9.5 193810 19381031 10014 1272 0.15 9.5 193810 19381130 10014 . . 9.875 193811 19381231 10014 1232 0.25 9.875 193812 19390131 10014 . . 9.75 193901 19390228 10014 . . 9.75 193902 19390331 10014 . . 8.875 193903 19390429 10014 1232 0.25 8 193904 19390531 10014 . . 8.5 193905 19390630 10014 1232 0.15 7.125 193906 19390731 10014 . . 7.5 193907 19390831 10014 . . 6.875 193908 19390930 10014 . . 6.75 193909 19391031 10014 1232 0.15 6.875 193910 19391130 10014 . . 6.75 193911 19391230 10014 . . 6.375 193912 19400131 10014 1212 0.15 6.625 194001 19400229 10014 . . 6.25 194002 19400330 10014 . . 6.25 194003 19400430 10014 1212 0.15 6.125 194004 19400531 10014 . . 4.625 194005 19400629 10014 . . 4.5 194006 19400731 10014 1212 0.15 4.5 194007 19400831 10014 . . 4.5 194008 19400930 10014 . . 4.75 194009 19401031 10014 1212 0.15 4.75 194010 19401130 10014 . . 5.25 194011 19401231 10014 . . 4.625 194012 19410131 10014 1212 0.125 4.625 194101 19410228 10014 . . 4.5 194102 19410331 10014 . . 4.375 194103 19410430 10014 1212 0.125 4 194104 19410531 10014 . . 4 194105 19410630 10014 . . 4 194106 19410731 10014 1212 0.125 4.375 194107 19410830 10014 . . 4.25 194108 19410930 10014 . . 3.25 194109 19411031 10014 . . 2.5 194110 19411129 10014 . . 2.625 194111 19411231 10014 . . 1.625 194112 19420131 10014 . . 2.375 194201 19420228 10014 . . 2 194202 19420331 10014 . . 1.75 194203 19870227 10016 1232 0.22 71.5 198702 19870331 10016 . . 72 198703 19870430 10016 . . 68 198704 19870529 10016 1232 0.22 67.5 198705 19870630 10016 . . 72.5 198706 19870731 10016 . . 78.5 198707 19870831 10016 1232 0.22 79.75 198708 19870930 10016 . . 74 198709 19871030 10016 . . 45.5 198710 19871130 10016 1232 0.23 49.75 198711 19871231 10016 . . 53.5 198712 19880129 10016 . . 56 198801 19880229 10016 1232 0.23 58.5 198802 19880331 10016 . . 63.5 198803 19880429 10016 . . 70 198804 19880531 10016 1232 0.23 71 198805 19880630 10016 . . 68 198806 19880729 10016 . . 67 198807 19880831 10016 1232 0.23 66.25 198808 19880930 10016 . . 67.25 198809 19881031 10016 . . 79 198810 19881130 10016 1232 0.25 73 198811 19881230 10016 1272 0.2 74 198812 19890131 10016 . . 78 198901 19890228 10016 1232 0.3 78 198902 19890331 10016 . . 78 198903 19890428 10016 . . 74.5 198904 19890531 10016 1232 0.3 74.5 198905 19890630 10016 . . 77 198906 19890731 10016 . . 69 198907 19890831 10016 1232 0.3 77 198908 19890929 10016 . . 78.75 198909 19891031 10016 . . 76 198910 19891130 10016 1232 0.3 -73.5 198911 19891229 10016 . . 65 198912 19900131 10016 5523 0 23 199001 19900228 10016 1232 0.125 24 199002 19900330 10016 . . 23.75 199003 19900430 10016 . . 22.75 199004 19900531 10016 1232 0.125 24.25 199005 19900629 10016 . . 24.75 199006 19900731 10016 . . 23 199007 19900831 10016 1232 0.125 17.5 199008 19900928 10016 . . 15.5 199009 19901031 10016 . . 12 199010 19901130 10016 1232 0.125 12 199011 19901231 10016 . . 13.75 199012 19910131 10016 . . 13.25 199101 19270831 10022 . . 47.375 192708 19270930 10022 5533 0 51.5 192709 19270930 10022 1232 0.75 51.5 192709 19271031 10022 . . 56 192710 19271130 10022 . . 58 192711 19271231 10022 1232 1 58.5 192712 19271231 10022 1272 0.25 58.5 192712 19280131 10022 . . -57.1875 192801 19280229 10022 . . 58 192802 19280331 10022 1232 1 62.5 192803 19280331 10022 1272 0.25 62.5 192803 19280430 10022 . . 64 192804 19280531 10022 . . 67.625 192805 19280630 10022 1232 1 64 192806 19280630 10022 1272 0.25 64 192806 19280731 10022 . . 63 192807 19280831 10022 . . 69.125 192808 19280929 10022 1232 1 71 192809 19280929 10022 1272 0.25 71 192809 19281031 10022 . . 73.5 192810 19281130 10022 . . 72.5 192811 19281231 10022 1232 1 68 192812 19281231 10022 1272 0.25 68 192812 19290131 10022 . . 73.75 192901 19290228 10022 . . 69 192902 19290328 10022 1232 1 65 192903 19290328 10022 1272 0.25 65 192903 19290430 10022 . . 67 192904 19290531 10022 . . 64.75 192905 19290629 10022 1232 1 . 192906 19290629 10022 1272 0.25 . 192906 19290731 10022 . . 65.5 192907 19290830 10022 . . 69 192908 19290930 10022 1232 1 -64.75 192909 19290930 10022 1272 0.25 -64.75 192909 19291031 10022 . . 57 192910 19291127 10022 . . 57.375 192911 19291231 10022 1232 1.25 59 192912 19300131 10022 . . 62.375 193001 19300228 10022 . . 63.375 193002 19300331 10022 1232 1.25 62.5 193003 19300430 10022 . . 66.875 193004 19300529 10022 . . -65.3125 193005 19300630 10022 1232 1.25 58.875 193006 19300731 10022 . . 62.375 193007 19300829 10022 . . 63.75 193008 19300930 10022 1232 1.25 61 193009 19301031 10022 . . 59.25 193010 19301129 10022 . . -58.75 193011 19301231 10022 1232 1.25 58.5 193012 19310131 10022 . . 62.75 193101 19310228 10022 . . 64.375 193102 19310331 10022 1232 1.25 -57.0625 193103 19310430 10022 . . 49.75 193104 19310529 10022 . . 49 193105 19310630 10022 1232 1.25 49 193106 19310731 10022 . . 49.75 193107 19310831 10022 . . 48.375 193108 19310930 10022 1232 1.25 30 193109 19311031 10022 . . 34.5 193110 19311130 10022 . . 31 193111 19311231 10022 1232 1.25 23.5 193112 19320130 10022 . . -22.375 193201 19320229 10022 . . 25.5 193202 19320331 10022 1232 0.75 22.25 193203 19320430 10022 . . -18.0625 193204 19320531 10022 . . 14.5 193205 19320630 10022 1232 0.75 15 193206 19320730 10022 . . -20.6875 193207 19320831 10022 . . 23.25 193208 19320930 10022 1232 0.75 -22.625 193209 19321031 10022 . . -20 193210 19321130 10022 . . . 193211 19321231 10022 1232 0.75 22.875 193212 19330131 10022 . . 21.5 193301 19340731 10022 . . 52.5 193407 19340831 10022 . . -54.75 193408 19340929 10022 1232 1 -54.25 193409 19341031 10022 . . -54.625 193410 19341130 10022 . . 63.25 193411 19341231 10022 1232 1 68 193412 19350131 10022 . . -69.6875 193501 19350228 10022 . . 74.875 193502 19350330 10022 1232 1 -67.375 193503 19350330 10022 1272 0.25 -67.375 193503 19350430 10022 . . 74 193504 19350531 10022 . . 76.625 193505 19350629 10022 1232 1.25 -82.75 193506 19350731 10022 . . 93 193507 19350831 10022 . . -89.5 193508 19350930 10022 1232 1.25 94 193509 19351031 10022 . . -91 193510 19351130 10022 . . 94 193511 19351231 10022 1232 1.25 91 193512 19360131 10022 . . -94 193601 19360229 10022 . . -111.625 193602 19360331 10022 1232 1.5 -109.75 193603 19360430 10022 . . 99 193604 19360529 10022 . . -101.75 193605 19360630 10022 1232 1.5 -108.625 193606 19360731 10022 . . -107.6875 193607 19360831 10022 5523 0 38.5 193608 19360930 10022 1232 0.5 -37.25 193609 19361031 10022 . . 37.75 193610 19361130 10022 1232 0.5 36 193611 19361130 10022 1272 0.25 36 193611 19361231 10022 . . 33.25 193612 19370130 10022 . . 34.75 193701 19370227 10022 . . 34 193702 19370331 10022 1212 0.5 31.875 193703 19370430 10022 . . 29.5 193704 19370528 10022 . . -29.625 193705 19370630 10022 1212 0.5 27.75 193706 19370731 10022 . . -29.25 193707 19370831 10022 . . 27 193708 19370930 10022 1212 0.5 24.25 193709 19371030 10022 . . 23 193710 19371130 10022 . . 18.5 193711 19371231 10022 1212 0.5 15.75 193712 19380131 10022 . . -19.5625 193801 19380228 10022 . . 19.5 193802 19380331 10022 1212 0.5 15.375 193803 19380430 10022 . . -17.25 193804 19380531 10022 . . 16.75 193805 19380630 10022 1212 0.4 17 193806 19380730 10022 . . 18.5 193807 19380831 10022 . . -17.875 193808 19380930 10022 1212 0.4 17.25 193809 19381031 10022 . . 16.875 193810 19381130 10022 . . 16.25 193811 19381231 10022 1212 0.4 14.875 193812 19420331 10022 . . 5.125 194203 19420430 10022 1212 0.25 5.25 194204 19420529 10022 . . 5.875 194205 19420630 10022 . . -5.8125 194206 19420731 10022 . . 6.375 194207 19420831 10022 . . -7.1875 194208 19420930 10022 . . 7.5 194209 19421031 10022 1212 0.25 -7.75 194210 19421130 10022 . . 9.25 194211 19421231 10022 1272 0.25 -9.1875 194212 19430130 10022 . . 9.625 194301 19430227 10022 . . 13 194302 19430331 10022 . . 14 194303 19430430 10022 1212 0.5 13.875 194304 19430529 10022 . . 14.25 194305 19430630 10022 . . 14.25 194306 19430731 10022 . . 13.75 194307 19430831 10022 . . -13.625 194308 19430930 10022 . . 14 194309 19431030 10022 1212 0.5 -14.25 194310 19431130 10022 . . -13.875 194311 19431231 10022 . . 13.75 194312 19440131 10022 . . 14.5 194401 19440229 10022 . . -14.625 194402 19440331 10022 . . 16 194403 19440429 10022 1212 0.5 -15.375 194404 19440531 10022 . . -15.75 194405 19440630 10022 . . -16.9375 194406 19440731 10022 . . 16.875 194407 19440831 10022 . . -17.125 194408 19440930 10022 . . 18.5 194409 19441031 10022 1212 0.75 -16.75 194410 19441130 10022 . . -17.6875 194411 19441230 10022 . . 18.5 194412 19450131 10022 . . 20 194501 19450228 10022 . . -22.0625 194502 19450331 10022 . . 22.5 194503 19450430 10022 1212 0.75 24.375 194504 19450531 10022 . . -24.75 194505 19450630 10022 . . 23.5 194506 19450731 10022 . . -23.375 194507 19450831 10022 . . -24.125 194508 19450929 10022 . . 26 194509 19451031 10022 1212 0.75 28.75 194510 19451130 10022 . . 34 194511 19451231 10022 . . 37.5 194512 19460131 10022 1232 0.5 38 194601 19460228 10022 . . 37.625 194602 19460330 10022 1232 0.5 48 194603 19460430 10022 . . 56.25 194604 19460531 10022 . . 62.5 194605 19460628 10022 1232 0.5 59.5 194606 19460731 10022 . . 56.5 194607 19460830 10022 5523 0 19 194608 19460930 10022 1232 0.25 16.875 194609 19461031 10022 . . 15.25 194610 19461130 10022 . . 15.5 194611 19461231 10022 1232 0.25 14.75 194612 19461231 10022 1272 0.25 14.75 194612 19470131 10022 . . 14.625 194701 19470228 10022 . . 14.625 194702 19470331 10022 1232 0.25 13.875 194703 19470430 10022 . . 12.875 194704 19470529 10022 . . 11.875 194705 19470630 10022 1232 0.25 11.25 194706 19470731 10022 . . 12 194707 19470829 10022 . . 11 194708 19470930 10022 1232 0.25 10.375 194709 19471031 10022 . . 11.25 194710 19471129 10022 . . 10.125 194711 19471231 10022 . . 11 194712 19480131 10022 1232 0.25 11 194801 19480228 10022 . . 10.5 194802 19480331 10022 . . 10.625 194803 19480430 10022 . . 10.25 194804 19480528 10022 1232 0.25 10.625 194805 19480630 10022 . . 10.375 194806 19480730 10022 . . 8.75 194807 19480831 10022 1232 0.125 8.125 194808 19400831 10030 . . -35 194008 19400930 10030 1212 0.4 -37.125 194009 19401031 10030 . . 37.5 194010 19401130 10030 . . 38.75 194011 19401231 10030 1212 0.4 38 194012 19401231 10030 1272 0.6 38 194012 19410131 10030 . . 35 194101 19410228 10030 . . 35.125 194102 19410331 10030 1212 0.4 -33.5 194103 19410430 10030 . . 31 194104 19410531 10030 . . -35.5 194105 19410630 10030 1212 0.4 -36.375 194106 19410630 10030 1272 0.1 -36.375 194106 19410731 10030 . . -37.25 194107 19410830 10030 . . -35 194108 19410930 10030 1212 0.4 34 194109 19410930 10030 1272 0.1 34 194109 19411031 10030 . . 32.125 194110 19411129 10030 . . 30 194111 19411231 10030 1212 0.4 28.5 194112 19411231 10030 1272 0.4 28.5 194112 19420131 10030 . . 31.25 194201 19420228 10030 . . -30.4375 194202 19420331 10030 1212 0.25 -27.375 194203 19420430 10030 . . -24.6875 194204 19420529 10030 . . -24.5 194205 19420630 10030 1212 0.25 24.75 194206 19420630 10030 1272 0.1 24.75 194206 19420731 10030 . . 25.25 194207 19420831 10030 . . -25.5 194208 19420930 10030 1212 0.25 -26.875 194209 19420930 10030 1272 0.1 -26.875 194209 19421031 10030 . . 27.5 194210 19421130 10030 . . 28.5 194211 19421231 10030 1212 0.25 27 194212 19421231 10030 1272 0.5 27 194212 19430130 10030 . . 32.625 194301 19430227 10030 . . 34.75 194302 19430331 10030 1212 0.25 38 194303 19430430 10030 . . 37.75 194304 19430529 10030 . . 40.125 194305 19430630 10030 1212 0.25 -39.25 194306 19430630 10030 1272 0.15 -39.25 194306 19430731 10030 . . 37.5 194307 19430831 10030 . . -36.375 194308 19430930 10030 1212 0.25 37.25 194309 19430930 10030 1272 0.15 37.25 194309 19431030 10030 . . -39.125 194310 19431130 10030 . . 37.25 194311 19431231 10030 1212 0.25 -39.5 194312 19431231 10030 1272 0.5 -39.5 194312 19440131 10030 . . 40 194401 19440229 10030 . . 42 194402 19440331 10030 1212 0.25 39.25 194403 19440331 10030 1272 0.1 39.25 194403 19440429 10030 . . 39 194404 19440531 10030 . . 40.75 194405 19440630 10030 1212 0.25 44.5 194406 19440630 10030 1272 0.15 44.5 194406 19440731 10030 . . 43 194407 19440831 10030 . . 45.25 194408 19440930 10030 1212 0.25 42.25 194409 19440930 10030 1272 0.15 42.25 194409 19441031 10030 . . 44.25 194410 19441130 10030 . . 45 194411 19441230 10030 1212 0.25 45.75 194412 19441230 10030 1272 0.25 45.75 194412 19450131 10030 . . 44.875 194501 19450228 10030 . . 46.5 194502 19450331 10030 1212 0.25 44 194503 19450331 10030 1272 0.1 44 194503 19450430 10030 . . 46 194504 19450531 10030 . . 44.875 194505 19450630 10030 1212 0.25 44.25 194506 19450630 10030 1272 0.15 44.25 194506 19450731 10030 . . 44 194507 19450831 10030 . . 45 194508 19450929 10030 1212 0.25 -51.5 194509 19450929 10030 1272 0.15 -51.5 194509 19451031 10030 . . 52.25 194510 19451130 10030 . . 51.5 194511 19451231 10030 1212 0.25 53 194512 19451231 10030 1272 0.25 53 194512 19460131 10030 . . 56 194601 19460228 10030 . . 51 194602 19460330 10030 1212 0.25 52 194603 19460430 10030 . . 62 194604 19460531 10030 . . 61.5 194605 19460628 10030 1212 0.25 63 194606 19460628 10030 1272 0.25 63 194606 19460731 10030 . . 57 194607
... View more