I am trying to calculate a currency value factor based on currency spot and lagged exchange rates as well as inflation. I have multiple pairs of currencies s_X_Y and I do not know how to articulate the loop for my calculation.
Say we have 2 currencies A and B. I have also have their corresponding inflation and spot exchange rate, inf_* and s_*, respectively. I would like to generate the following factor:
VAL_A_B = ( L60.s_A_B / s_A_B )*(( 1+inf_A )/( 1+inf_B ))
I have many currency pairs s_X_Y as well as their corresponding inflation. The dataset is dynamic and will include more currency pairs in the future. I would like to take that into account when I create the loop. Here is a subset of my dataset:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float date double(s_AUD_EUR s_AUD_GBP s_JPY_AUD) float(inf_AUD inf_EUR inf_GBP inf_JPY) 564 1.67755 2.527 93.71 .12673548 .0844182 -.01139772 -.017964073 565 1.67645 2.48715 93.45 .12547672 .08589864 .12435567 -.018 566 1.6478 2.42785 95.45 .12564413 .08708829 .1822086 -.018924303 567 1.63965 2.40265 99.4 .12579681 .08946155 .2832618 -.017910447 568 1.62585 2.39005 100.82 .12596282 .0883762 .5191083 -.017892644 569 1.59185 2.36485 104.77 .12612814 .08756845 .54937303 -.017910447 570 1.59765 2.37165 102.01 .1262788 .08427882 .14635761 -.015968064 571 1.6757 2.47935 94.67 .12644275 .08491046 .3345979 -.01497006 572 1.60705 2.30225 101.78 .12834732 .08591422 .1804878 -.015936255 573 1.5611 2.24155 106.855 .13025774 .08702653 -.03975155 -.012974052 574 1.65975 2.3249 98.065 .1321494 .08681957 -.1192429 -.012974052 575 1.66515 2.26705 98.075 .13301904 .08613088 -.2030981 -.011976048 576 1.6591 2.2277 94.875 .1338974 .08310215 -.12159468 -.0090452265 577 1.62295 2.12655 97.38 .13477059 .0849185 -.25827813 -.0090543255 578 1.73585 2.17725 90.855 .13740282 .08879744 -.21276596 -.008024072 579 1.65215 2.1017 98.48 .14004995 .08619346 -.024932615 -.007007007 580 1.6299 2.07265 100.625 .14267223 .08773803 .2118577 -.005994006 581 1.6418 2.0738 101.705 .14446443 .0877774 .58171207 -.004 582 1.6589 2.1061 101.635 .14623539 .08526683 .488959 -.004 583 1.70955 2.1179 93.47 .14801279 .0873821 .6260097 -.002997003 584 1.78075 2.2597 83.815 .14824998 .0872149 .7533281 -.000999001 585 1.92205 2.449 64.895 .14847282 .0891559 .627907 -.000998004 586 1.9486 2.35635 62.025 .14870887 .08935544 .8465116 0 587 1.99375 2.0622 63.135 .14804496 .089092 .2174393 -.001998002 588 2.01525 2.2672 57.095 .14738324 .082029 .04928989 -.0010060362 589 1.988 2.23115 62.495 .14673564 .0833775 .4528302 -.003018109 590 1.9109 2.06295 68.64 .1473157 .08561978 .710041 -.002008032 591 1.8036 2.0169 72.275 .14789385 .08542252 .6236897 -.004008016 592 1.76835 2.01455 76.37 .14847012 .0846458 .4918626 -.004008016 593 1.735 2.03705 78.02 .1507409 .08242555 .24603175 -.006012024 594 1.7054 1.9942 79.13 .15299253 .07929843 .5317869 -.006024096 595 1.7022 1.9332 78.21 .1552641 .08061841 .6756505 -.007021063 596 1.6562 1.8122 79.04 .15493555 .08032352 .9813084 -.007014028 597 1.63285 1.8242 81.78 .1546337 .08164706 1.0903955 -.008016032 598 1.6402 1.7929 78.86 .1543078 .0802193 .8110161 -.00603015 599 1.5953 1.7956 83.76 .153884 .08031642 1.1674312 -.009036144 600 1.5638 1.80275 80.58 .1534374 .07345896 1.4972023 -.008072654 601 1.52395 1.7001 79.61 .1530068 .07571717 1.4712447 -.007077856 602 1.4742 1.65265 85.79 .15403315 .08061742 1.1537906 -.008064516 603 1.42845 1.64435 87.49 .1550436 .07957082 1.1556802 -.012072435 604 1.46295 1.7323 76.37 .15606508 .0776344 .9267015 -.015075377 605 1.4502 1.77125 74.75 .1577442 .07810366 1.0198413 -.01510574 606 1.43915 1.73 78.48 .15943 .07563687 .441353 -.01715439 607 1.42795 1.72675 74.8 .16109574 .07721397 .5493586 -.016145308 608 1.40995 1.62745 80.83 .15925056 .07882747 .58651024 -.018126888 609 1.418 1.6311 78.94 .15741123 .07883093 .6142433 -.01510574 610 1.3573 1.62385 80.32 .155591 .07744375 .7764096 -.014141414 611 1.30875 1.5274 83.11 .15640174 .0769846 1.168919 -.016145308 612 1.3751 1.60655 81.67 .15722005 .07153713 1.401269 -.014213198 613 1.35635 1.5973 83.41 .1580231 .07260431 1.3500698 -.013224822 614 1.37225 1.55 85.69 .15765116 .0803583 1.4501534 -.014198783 615 1.3557 1.52415 88.85 .15728094 .08053413 1.8968503 -.015182186 616 1.3492 1.5447 86.55 .15691246 .07884407 2.0982392 -.015166835 617 1.3542 1.4996 86.46 .1569296 .07888823 1.3087137 -.018200202 618 1.3082 1.4944 84.79 .1569467 .0729896 2.525196 -.018218623 619 1.3444 1.5204 81.9 .1569749 .07526676 1.9470198 -.017206477 620 1.3805 1.60285 74.87 .15589806 .0801351 1.438738 -.01919192 621 1.3147 1.52135 82.71 .1548236 .07954833 1.341719 -.01919192 622 1.3104 1.531 79.79 .15375504 .0781817 .9846532 -.02123357 623 1.2662 1.5159 78.87 .1530809 .0778164 .672058 -.02224469 624 1.23175 1.4849 81.02 .15239653 .06942296 .5995145 -.019308943 625 1.2381 1.4785 87.5 .1517276 .068929486 .3971347 -.01527495 626 1.2855 1.5423 85.27 .15061463 .07755432 .27919045 -.016243655 627 1.27135 1.5598 83.12 .14950676 .07692388 .17056856 -.017223911 628 1.27475 1.58685 76.09 .14840397 .07491467 .1629979 -.01923077 629 1.23805 1.5301 81.8 .15071887 .07532665 .08042488 -.019250253 630 1.1703 1.48885 82.16 .1530342 .07096087 .3292894 -.020283977 631 1.2197 1.53695 80.92 .1553281 .07108076 .17282547 -.020263424 632 1.23715 1.55285 80.89 .15254144 .076373 .4566116 -.02125506 633 1.2496 1.55365 82.91 .14977197 .07522193 .7011643 -.02224469 634 1.2467 1.5362 86.03 .14702277 .07275268 .8853868 -.02527806 635 1.2699 1.5657 89.77 .14423741 .07329411 .6969042 -.02828283 636 1.3014 1.52 95.17 .14147276 .06490843 .7034796 -.027383367 637 1.27705 1.4827 94.49 .13872857 .06364183 .8449675 -.02639594 638 1.2317 1.4565 98.03 .13591652 .071766794 1.0033784 -.027300304 639 1.2701 1.49935 101.1 .13311712 .06944986 .3510712 -.02721774 640 1.35175 1.58135 96.8 .13034226 .06883999 .4624918 -.02914573 641 1.42005 1.65695 90.92 .13022657 .06823104 .4323493 -.0311245 642 1.4796 1.68925 88.26 .13012223 .06398308 .0746822 -.0311245 643 1.4805 1.7368 87.4 .13000816 .06235679 -.003974168 -.03206413 644 1.44765 1.7319 91.76 .13054208 .06681828 -.02992407 -.033 645 1.43565 1.6966 92.9 .13107444 .06321681 -.09100529 -.03196803 646 1.4899 1.79245 93.54 .13160528 .06243844 -.10125945 -.031 647 1.5402 1.8513 94.02 .13218278 .06089287 .5339982 -.03003003 648 1.5456 1.8836 88.98 .13276942 .05626357 .2794586 -.027190333 649 1.54345 1.8728 91.34 .13333264 .05609192 .04081633 -.02421796 650 1.487 1.79875 95.45 .13339901 .06374559 -.0401438 -.02414487 651 1.4965 1.8224 94.64 .13347545 .06130384 .2846998 -.003018109 652 1.46615 1.80225 94.7 .13354124 .05957224 -.03878788 -.0020120724 653 1.4506 1.81155 95.6 .13134463 .06141075 .2878981 -.0010080645 654 1.4392 1.816 95.57 .12916201 .05853866 .00224341 .002020202 655 1.4083 1.77565 97.15 .12698169 .0583383 .05601775 .003030303 656 1.44365 1.8526 95.99 .12711605 .06205854 -.09846698 .0020181634 657 1.42535 1.8201 98.55 .12723844 .05844312 -.1772973 .005050505 658 1.46065 1.83485 101.31 .12737188 .0586036 -.34556895 .005055612 659 1.47865 1.90535 98.1 .1270489 .0573695 -.55132276 .007092198 660 1.44905 1.9286 91.53 .12674901 .05474968 -.5393726 .009155646 661 1.43295 1.97435 93.58 .1264405 .05558142 -.57276833 .0101833 662 1.40585 1.94315 91.63 .12548126 .05878761 -.650352 .01117886 663 1.42065 1.9483 94.31 .12452602 .06215914 -.741054 .017311608 end format %tm date
Code:
gen VAL_AUD_EUR = (L60.s_AUD_EUR/s_AUD_EUR)*((1+inf_AUD)/(1+inf_EUR))
0 Response to Factor calculation based on dual variable names
Post a Comment