Hi all,

I have tried finding a post already discussing this issue but have not found any; apologies in advance if one exists

Here is my data:
input float(SecId1 dm) double WeeklyReturn float tb3ms
4 705 .5516592499999999 2.25
4 706 .606598 2.33
4 707 -.4112093999999999 2.37
4 708 1.64722825 2.37
4 709 .33371999999999996 2.39
4 710 1.1331326000000002 2.4
4 711 .09498449999999997 2.38
4 712 -1.9586029999999999 2.35
4 713 1.67149 2.17
4 714 -1.3865355 2.1
4 715 -.34597675000000006 1.95
4 716 .21807700000000008 1.89
4 717 1.6438857500000001 1.65
4 718 -.02667074999999998 1.54
4 719 1.3116976 1.54
4 720 -1.0276205 1.52
4 721 -.9711949999999999 1.52
4 722 -3.6885015999999995 .29
4 723 2.11304575 .14
4 724 2.6366712 .13
4 725 .945435 .16
4 726 1.3224075 .13
4 727 .5792539999999999 .1
4 728 -.39374025 .11
4 729 .061644750000000026 .1
4 730 2.6141734000000003 .09
4 731 .96156325 .09
4 732 1.7286028000000002 .08
4 733 -.7715675000000002 .04
4 734 -.0966455 .03
4 735 .10510433333333336 .02
5 705 -.95295275 .
5 706 -.019057249999999915 .
5 707 -1.358661 .
5 708 1.3026425 .
5 709 .6011622499999999 .
5 710 .17128120000000008 .
5 711 -.054412 .
5 712 -2.04645475 .
5 713 1.3629257999999997 .
5 714 -.81613775 .
5 715 -.5691437500000001 .
5 716 .5598118000000001 .
5 717 1.3654247499999999 .
5 718 .3868075 .
5 719 .4214298 .
5 720 -.84145575 .
5 721 -1.54410075 .
5 722 -2.7440836 .
5 723 1.583352 .
5 724 1.9272106 .
5 725 -.7555624999999999 .
5 726 .09120900000000004 .
5 727 .8842686000000001 .
5 728 -.53119275 .
5 729 -.513367 .
5 730 2.970973 .
5 731 .19980999999999996 .
5 732 .5054336 .
5 733 .5529535 .
5 734 .6751975 .
5 735 .5922396666666666 .



SecId1 is the panel variable and dm the monthly variable.

tb3ms is the three month Treasury bill rate that I downloaded separately from the dataset and then pasted onto it. I would like to compute the excess return of each security i.e. WeeklyReturn - tb3ms.

For this, I would need to assign the same 31 values for tb3ms (one for each month) to each panel. How could this be achieved? I have tried using expand, which failed. I also tried using David Kantor's "carryforward" command, combined with tsfill, but this also failed.

I would greatly appreciate any help!

Best regards,
Maxence