Hi,

I would like to calculate the average return (wr) for each period (Code) of all currency pairs that have their string start by "EUR_X" or "USD_X" (and do nothing with other pairs). In other words, for each periods, I would like to create the variable DOL:
DOL = ( wr(EUR_X) + wr(EUR_Y) ... + wr(USD_X) + wr(USD_Y+...) / (number of pairs considered)

Anyone knows how to do that? Thanks!

Code:




Code:


* Example generated by -dataex-. To install: ssc install dataex
clear
input int Code str7 FX float wr
22102 "AUD_EUR"   -.012797855
22109 "AUD_EUR"   .0040125935
22116 "AUD_EUR"   .0033202164
22102 "AUD_GBP"    .000307254
22109 "AUD_GBP"    .008097844
22116 "AUD_GBP"  -.0006093845
22102 "CAD_EUR"   -.005809425
22109 "CAD_EUR"    .005876016
22116 "CAD_EUR"    .005646967
22102 "CAD_GBP"    .007408069
22109 "CAD_GBP"    .009952453
22116 "CAD_GBP"   .0016960056
22102 "CAD_USD"   -.012081174
22109 "CAD_USD"   .0013669783
22116 "CAD_USD"  -.0006641086
22102 "CHF_EUR"  -.0044463165
22109 "CHF_EUR"    .006111607
22116 "CHF_EUR"    .004392318
22102 "CHF_GBP"     .00875236
22109 "CHF_GBP"    .010250085
22116 "CHF_GBP"  .00042099945
22102 "CHF_USD"   -.010737407
22109 "CHF_USD"   .0015961692
22116 "CHF_USD"  -.0018592298
22102 "CNY_EUR"  .00013191618
22109 "CNY_EUR"  .00016330325
22116 "CNY_EUR"    .004402188
22102 "CNY_USD"   -.006188451
22109 "CNY_USD"  -.0043219267
22116 "CNY_USD"  -.0018704933
22102 "CZK_EUR"   -.004683535
22109 "CZK_EUR"  -.0019872144
22116 "CZK_EUR" -.00009392317
22102 "CZK_USD"   -.010972776
22109 "CZK_USD"   -.006462358
22116 "CZK_USD"   -.006343373
22102 "DKK_EUR" -.00020125853
22109 "DKK_EUR"  -.0008051962
22116 "DKK_EUR" -.00004029225
22102 "DKK_GBP"    .013080537
22109 "DKK_GBP"    .003265851
22116 "DKK_GBP"    -.00396919
22102 "DKK_USD"   -.006518443
22109 "DKK_USD"    -.00528542
22116 "DKK_USD"   -.006290701
22102 "GBP_EUR"   -.013144976
22109 "GBP_EUR"  -.0040347097
22116 "GBP_EUR"    .003940067
22102 "HKD_EUR"     .00631009
22109 "HKD_EUR"   .0046116835
22116 "HKD_EUR"    .006434663
22102 "HKD_GBP"    .019677544
22109 "HKD_GBP"    .008700002
22116 "HKD_GBP"    .002484726
22102 "HKD_USD" -.00005160958
22109 "HKD_USD"    .000109676
22116 "HKD_USD"  .00014191809
22102 "HUF_EUR"   -.010725667
22109 "HUF_EUR"    .004697234
22116 "HUF_EUR"     -.0037857
22102 "HUF_USD"   -.016975334
22109 "HUF_USD"  .00018983755
22116 "HUF_USD"    -.01001163
22102 "ILS_USD"    .002945829
22109 "ILS_USD"   -.005498162
22116 "ILS_USD"   -.004030029
22102 "JPY_AUD"    .017204009
22109 "JPY_AUD"  -.0011985617
22116 "JPY_AUD"          .002
22102 "JPY_CAD"    .009664293
22109 "JPY_CAD"  -.0028967254
22116 "JPY_CAD"  -.0003789314
22102 "JPY_EUR"    .004115199
22109 "JPY_EUR"    .002637403
22116 "JPY_EUR"    .005538901
22102 "JPY_GBP"     .01745435
22109 "JPY_GBP"    .006716191
22116 "JPY_GBP"   .0015906414
22102 "JPY_USD"   -.002228102
22109 "JPY_USD"   -.001860898
22116 "JPY_USD"  -.0007457469
22102 "MXN_EUR"   -.031903572
22109 "MXN_EUR"    .012176408
22116 "MXN_EUR"    .015865436
22102 "MXN_GBP"    -.01904175
22109 "MXN_GBP"    .016295217
22116 "MXN_GBP"    .011876208
22102 "MXN_USD"     -.0380191
22109 "MXN_USD"    .007634507
22116 "MXN_USD"    .009516402
22102 "NOK_EUR"   -.026327977
22109 "NOK_EUR"   .0033764534
22116 "NOK_EUR"   -.006946074
22102 "NOK_GBP"    -.01339554
22109 "NOK_GBP"    .007459698
22116 "NOK_GBP"    -.01084663
22102 "NOK_USD"    -.03248561
22109 "NOK_USD"  -.0011245416
22116 "NOK_USD"   -.013152208
22102 "NZD_AUD"  -.0024321796
end
format %tdnn/dd/CCYY Code