For example:
For the Date +20, the 100 average should be calculated from the day -140 to -40
For the Date 0, the 100 average should be calculated from the day -160 to -60
For the Date -20, the 100 average should be calculated from the day -180 to -80
I am not sure how to apply the rangestat in this situation.
Thank you
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float PERMCO_ED int DATE long Adjvol 1 -200 268970737 1 -199 254621017 1 -198 284856495 1 -197 238195664 1 -196 139782594 1 -195 106324701 1 -194 132858383 1 -193 158869284 1 -192 115975783 1 -191 101560004 1 -190 139035414 1 -189 119769111 1 -188 129587584 1 -187 124977699 1 -186 86608032 1 -185 103595982 1 -184 92348088 1 -183 124278567 1 -182 146062476 1 -181 187834983 1 -180 190051918 1 -179 165848802 1 -178 181743877 1 -177 152931821 1 -176 129566486 1 -175 85532237 1 -174 99752072 1 -173 137928294 1 -172 128116352 1 -171 135581950 1 -170 145686415 1 -169 101156153 1 -168 104770806 1 -167 99302035 1 -166 90747034 1 -165 154006398 1 -164 113511286 1 -163 76716304 1 -162 90346424 1 -161 87052763 1 -160 114742670 1 -159 94312393 1 -158 93371145 1 -157 84837879 1 -156 73672032 1 -155 79691752 1 -154 72547307 1 -153 53363555 1 -152 73715229 1 -151 110262369 1 -150 104357120 1 -149 63897407 1 -148 126637518 1 -147 109830441 1 -146 98698628 1 -145 134522381 1 -144 122870111 1 -143 111570277 1 -142 81682076 1 -141 78693671 1 -140 77005922 1 -139 65855461 1 -138 113615243 1 -137 103336667 1 -136 129038049 1 -135 153578320 1 -134 229035331 1 -133 106493205 1 -132 105266714 1 -131 98850577 1 -130 120396101 1 -129 101132766 1 -128 87143602 1 -127 90676250 1 -126 79556939 1 -125 76511890 1 -124 63672812 1 -123 57511265 1 -122 51085202 1 -121 73211411 1 -120 89419785 1 -119 66868956 1 -118 67037481 1 -117 115667860 1 -116 160322134 1 -115 214307079 1 -114 148507415 1 -113 110373935 1 -112 114586353 1 -111 112624589 1 -110 70190813 1 -109 54425413 1 -108 79182467 1 -107 89481931 1 -106 96674424 1 -105 87775030 1 -104 102493412 1 -103 86692907 1 -102 128618490 1 -101 131831749 1 -100 186071333 1 -99 156476292 1 -98 157295894 1 -97 104198941 1 -96 97781495 1 -95 85217993 1 -94 87568866 1 -93 147432418 1 -92 168954856 1 -91 136149356 1 -90 150434312 1 -89 155247134 1 -88 140318675 1 -87 142514785 1 -86 164344439 1 -85 110497807 1 -84 96396678 1 -83 155338225 1 -82 168217532 1 -81 220306149 1 -80 133934171 1 -79 143254783 1 -78 120344875 1 -77 113049986 1 -76 141895502 1 -75 100977604 1 -74 124536293 1 -73 195004446 1 -72 143557666 1 -71 185221575 1 -70 145922714 1 -69 172709726 1 -68 265627642 1 -67 134346408 1 -66 91638505 1 -65 151876788 1 -64 133739529 1 -63 94018211 1 -62 200381342 1 -61 265890177 1 -60 233507722 1 -59 130170775 1 -58 133061642 1 -57 120379231 1 -56 196606746 1 -55 317112705 1 -54 204888614 1 -53 159143229 1 -52 92824662 1 -51 66807601 1 -50 157119123 1 -49 133654129 1 -48 130570706 1 -47 128593787 1 -46 98735329 1 -45 91647234 1 -44 159217800 1 -43 259259406 1 -42 292751060 1 -41 195241515 1 -40 157637774 1 -39 148860061 1 -38 126722820 1 -37 162854160 1 -36 262598931 1 -35 198768892 1 -34 163460388 1 -33 117769484 1 -32 129413130 1 -31 155147811 1 -30 45768856 1 -29 79048368 1 -28 119403410 1 -27 92875783 1 -26 172342107 1 -25 147260365 1 -24 93079714 1 -23 154612668 1 -22 126121317 1 -21 118417425 1 -20 106106182 1 -19 155383235 1 -18 90568618 1 -17 191143393 1 -16 228637486 1 -15 179287934 1 -14 118378036 1 -13 122366874 1 -12 120434104 1 -11 225132299 1 -10 372658713 1 -9 312097086 1 -8 203482839 1 -7 148243494 1 -6 108580234 1 -5 82828123 1 -4 140175245 1 -3 124764325 1 -2 148266349 1 -1 154359758 1 0 182723765 1 1 165041828 1 2 134330805 1 3 158631340 1 4 123511297 1 5 92139404 1 6 102209030 1 7 112584521 1 8 123600799 1 9 116841053 1 10 86196761 1 11 97424292 1 12 131801614 1 13 153373829 1 14 83967086 1 15 144812829 1 16 152943917 1 17 166884431 1 18 119693133 1 19 121617398 1 20 102627742 1 21 123490010 1 22 121616425 1 23 105351057 1 24 79428531 1 25 166699778 1 26 156891679 1 27 138683853 1 28 79814847 1 29 100521904 1 30 102594947 2 -200 185221575 2 -199 145922714 2 -198 172709726 2 -197 265627642 2 -196 134346408 2 -195 91638505 2 -194 151876788 2 -193 133739529 2 -192 94018211 2 -191 200381342 2 -190 265890177 2 -189 233507722 2 -188 130170775 2 -187 133061642 2 -186 120379231 2 -185 196606746 2 -184 317112705 2 -183 204888614 2 -182 159143229 2 -181 92824662 2 -180 66807601 2 -179 157119123 2 -178 133654129 2 -177 130570706 2 -176 128593787 2 -175 98735329 2 -174 91647234 2 -173 159217800 2 -172 259259406 2 -171 292751060 2 -170 195241515 2 -169 157637774 2 -168 148860061 2 -167 126722820 2 -166 162854160 2 -165 262598931 2 -164 198768892 2 -163 163460388 2 -162 117769484 2 -161 129413130 2 -160 155147811 2 -159 45768856 2 -158 79048368 2 -157 119403410 2 -156 92875783 2 -155 172342107 2 -154 147260365 2 -153 93079714 2 -152 154612668 2 -151 126121317 2 -150 118417425 2 -149 106106182 2 -148 155383235 2 -147 90568618 2 -146 191143393 2 -145 228637486 2 -144 179287934 2 -143 118378036 2 -142 122366874 2 -141 120434104 2 -140 225132299 2 -139 372658713 2 -138 312097086 2 -137 203482839 2 -136 148243494 2 -135 108580234 2 -134 82828123 2 -133 140175245 2 -132 124764325 2 -131 148266349 2 -130 154359758 2 -129 182723765 2 -128 165041828 2 -127 134330805 2 -126 158631340 2 -125 123511297 2 -124 92139404 2 -123 102209030 2 -122 112584521 2 -121 123600799 2 -120 116841053 2 -119 86196761 2 -118 97424292 2 -117 131801614 2 -116 153373829 2 -115 83967086 2 -114 144812829 2 -113 152943917 2 -112 166884431 2 -111 119693133 2 -110 121617398 2 -109 102627742 2 -108 123490010 2 -107 121616425 2 -106 105351057 2 -105 79428531 2 -104 166699778 2 -103 156891679 2 -102 138683853 2 -101 79814847 2 -100 100521904 2 -99 102594947 2 -98 130594912 2 -97 76568940 2 -96 86567152 2 -95 115373244 2 -94 102612349 2 -93 138609898 2 -92 96040917 2 -91 94438981 2 -90 102040932 2 -89 78757581 2 -88 80511137 2 -87 99401309 2 -86 86315215 2 -85 62608343 2 -84 84204337 2 -83 80524374 2 -82 248391451 2 -81 176196384 2 -80 159378947 2 -79 113676913 2 -78 176988567 2 -77 251463849 2 -76 100118767 2 -75 195723178 2 -74 165057900 2 -73 179147129 2 -72 131677693 2 -71 109591587 2 -70 93441887 2 -69 128549099 2 -68 124950490 2 -67 122652334 2 -66 103098989 2 -65 87319855 2 -64 81317502 2 -63 116005400 2 -62 192352860 2 -61 156743580 2 -60 111046600 2 -59 117482624 2 -58 118334552 2 -57 115745518 2 -56 92189531 2 -55 72554615 2 -54 100596370 2 -53 86563295 2 -52 92151584 end
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