I am struggling with this issue and can't understand, why it's not working.
I have quarterly cross-sectional data (isid gvkey date is alright) and want to generate lagged values (the lag is quarterly, or 3 months respectively)
I did the following preparation:

gen date=date(datadate,"YMD")
format date %tm
tsset gvkey date, monthly
sort gvkey date
gen test=L3.ibq

but it only generates missing values for test. Alternatively with delta(3) and test=L.ibq it doesn't work either...

Could someone please help me identifying where the mistake in my process is?

Many thanks in advance!!

Philipp Z-L



Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input long gvkey str8 datadate float(date ibq test)
1166 "19980630" 14060     6.37 .
1166 "19990630" 14425   12.201 .
1166 "20010630" 15156      9.3 .
1166 "20040331" 16161    14.88 .
1166 "20040630" 16252    4.359 .
1166 "20040930" 16344    3.692 .
1166 "20041231" 16436    1.395 .
1166 "20050331" 16526   -7.248 .
1166 "20050630" 16617     .518 .
1166 "20050930" 16709   -6.296 .
1166 "20051231" 16801  -27.191 .
1166 "20060331" 16891   10.033 .
1166 "20060630" 16982   18.718 .
1166 "20060930" 17074   13.055 .
1166 "20061231" 17166   12.012 .
1166 "20070331" 17256   11.157 .
1166 "20070630" 17347   14.903 .
1166 "20070930" 17439   15.827 .
1166 "20071231" 17531    19.09 .
1166 "20080331" 17622   12.639 .
1166 "20080630" 17713  -34.706 .
1166 "20080930" 17805    2.421 .
1166 "20081231" 17897   -6.245 .
1166 "20090331" 17987  -23.276 .
1166 "20090630" 18078  -56.549 .
1166 "20090930" 18170  -15.817 .
1166 "20091231" 18262  -11.741 .
1166 "20100331" 18352    4.172 .
1166 "20100630" 18443   51.153 .
1166 "20100930" 18535   34.286 .
1166 "20101231" 18627   24.656 .
1166 "20110331" 18717   40.074 .
1166 "20110630" 18808    54.67 .
1166 "20110930" 18900   80.971 .
1166 "20111231" 18992   15.445 .
1166 "20120331" 19083     6.26 .
1166 "20120630" 19174   23.654 .
1166 "20120930" 19266    4.908 .
1166 "20121231" 19358  -21.733 .
1166 "20130331" 19448 1410.146 .
1166 "20130630" 19539  -23.403 .
1166 "20130930" 19631    -.875 .
1166 "20131231" 19723 -333.975 .
1166 "20140331" 19813   27.137 .
1166 "20140630" 19904   34.598 .
1166 "20140930" 19996   54.564 .
1166 "20141231" 20088   21.009 .
1166 "20150331" 20178   59.988 .
1166 "20150630" 20269   39.862 .
1166 "20150930" 20361   35.707 .
1166 "20151231" 20453   21.719 .
1166 "20160331" 20544    5.358 .
1166 "20160630" 20635   35.576 .
1166 "20160930" 20727   33.058 .
1166 "20161231" 20819   61.479 .
1166 "20170331" 20909   35.863 .
1166 "20170630" 21000  132.122 .
1166 "20170930" 21092   42.211 .
1166 "20171231" 21184  242.206 .
1166 "20180331" 21274   14.954 .
1166 "20180630" 21365   59.408 .
1166 "20180930" 21457   39.096 .
1166 "20181231" 21549   43.676 .
1932 "20010630" 15156      213 .
1932 "20040331" 16161      215 .
1932 "20040630" 16252      255 .
1932 "20040930" 16344      421 .
1932 "20041231" 16436      207 .
1932 "20050331" 16526      428 .
1932 "20050630" 16617      510 .
1932 "20050930" 16709      443 .
1932 "20051231" 16801      390 .
1932 "20060331" 16891      452 .
1932 "20060630" 16982      549 .
1932 "20060930" 17074      446 .
1932 "20061231" 17166      449 .
1932 "20070331" 17256      495 .
1932 "20070630" 17347      584 .
1932 "20070930" 17439      600 .
1932 "20071231" 17531      451 .
1932 "20080331" 17622      599 .
1932 "20080630" 17713      650 .
1932 "20080930" 17805      657 .
1932 "20081231" 17897      551 .
1932 "20090331" 17987      725 .
1932 "20090630" 18078      725 .
1932 "20090930" 18170    631.5 .
1932 "20091231" 18262    631.5 .
1932 "20100331" 18352    762.5 .
1932 "20100630" 18443    762.5 .
1932 "20100930" 18535      677 .
1932 "20101231" 18627      677 .
1932 "20110331" 18717      935 .
1932 "20110630" 18808      935 .
1932 "20110930" 18900    612.5 .
1932 "20111231" 18992    612.5 .
1932 "20120331" 19083      954 .
1932 "20120630" 19174    964.5 .
1932 "20120930" 19266    944.5 .
1932 "20121231" 19358      956 .
end
format %tm date