变量SALESVOLATILITY的定义：销售收入的标准差。我们使用滚动窗口，需要三年的数据。该变量的最大值为10。
我使用的命令：
sort company_fkey fyear
by company_fkey : gen salec= sale
by company_fkey : gen sale1= sale[_n-1]
by company_fkey : gen sale2= sale[_n-2]
local sales_lags " salec sale1 sale2 "
egen salesmean=rowmean(`sales_lags')
gen var1 = (salec-salesmean)^2
gen var2 = (sale1-salesmean)^2
gen var3 = (sale2-salesmean)^2
gen var = (var1 + var2 + var3)/3
gen sd = sqrt(var)
summarize sd
很遗憾，我找不到正确的输出。数据集看起来像这样：
company_fkey fyear sale 0000001750 2013 2035 0000001750 2014 1594.3 0000001750 2015 1662.6 0000001800 2013 21848 0000001800 2014 20247 0000001800 2015 20405 0000002178 2013 3945.969 0000002178 2014 4132.826 0000002178 2015 1944.279 0000002488 2013 5299 0000002488 2014 5506 0000002491 2013 997.039 0000002491 2014 1215.092 0000002969 2013 10180.4 0000002969 2014 10439 0000002969 2015 9894.9 0000003116 2013 317.711 0000003116 2014 593.078 0000003570 2013 267.213 0000003570 2014 267.954 0000003570 2015 270.885 0000004127 2013 1792
这是我通过命令获得的输出可变Obs平均标准Dev Min Max
sd 6,568 459,9991 2303,386 0 82352,54
这是我应该得到的输出：
可变Obs平均标准Dev Min Max
sd 6,568 0.476 0.796 0 10
rangestat，必须使用]安装>ssc install rangestat
这里是一个令牌示例。请注意，此处通常与Stata中的其他地方一样，标准差是使用分母中的样本大小-1计算的。
clear
input str10 company_fkey fyear sale
0000001750 2013 2035
0000001750 2014 1594.3
0000001750 2015 1662.6
0000001800 2013 21848
0000001800 2014 20247
0000001800 2015 20405
0000002178 2013 3945.969
0000002178 2014 4132.826
0000002178 2015 1944.279
0000002969 2013 10180.4
0000002969 2014 10439
0000002969 2015 9894.9
0000003570 2013 267.213
0000003570 2014 267.954
0000003570 2015 270.88
end
rangestat (count) sale (sd) sale, by(company_fkey) interval(fyear -2 0)
list, sepby(company_fkey)
+------------------------------------------------------+
| company_~y fyear sale sale_c~t sale_sd |
|------------------------------------------------------|
1. | 0000001750 2013 2035 1 . |
2. | 0000001750 2014 1594.3 2 311.62192 |
3. | 0000001750 2015 1662.6 3 237.193 |
|------------------------------------------------------|
4. | 0000001800 2013 21848 1 . |
5. | 0000001800 2014 20247 2 1132.078 |
6. | 0000001800 2015 20405 3 882.27112 |
|------------------------------------------------------|
7. | 0000002178 2013 3945.969 1 . |
8. | 0000002178 2014 4132.826 2 132.12798 |
9. | 0000002178 2015 1944.279 3 1213.22 |
|------------------------------------------------------|
10. | 0000002969 2013 10180.4 1 . |
11. | 0000002969 2014 10439 2 182.85754 |
12. | 0000002969 2015 9894.9 3 272.16061 |
|------------------------------------------------------|
13. | 0000003570 2013 267.213 1 . |
14. | 0000003570 2014 267.954 2 .52396423 |
15. | 0000003570 2015 270.88 3 1.9389583 |
+------------------------------------------------------+