Hi all,

my Data looks like the following:

Code:
* Example generated by -dataex-. For more info, type help dataex
clear
input float date_b double return
  1   .0065239365212619305
  2     .00994880497455597
  3    .005820886231958866
  4 -.00029673014068976045
  5    .011280903592705727
  6    .010714859701693058
  7    .008568055927753448
  8  -.0034556929022073746
  9    -.09695129841566086
 10   -.008960021659731865
 11    .026638707146048546
 12    .011479784734547138
 13     .01912318728864193
 14   -.010831528343260288
 15   -.004780962131917477
 16   -.006353572476655245
 17   -.015127903781831265
 18   -.020585954189300537
 19    .013581248000264168
 20   -.012282668612897396
 21    .013888899236917496
 22     .00955722015351057
 23   .0022088889963924885
 24     .02629096247255802
 25   .0006136050797067583
 26    .007665184326469898
 27    .006085407920181751
 28   .0028731657657772303
 29  -.0009046676568686962
 30   .0007545339758507907
 31   -.002714527305215597
 32   -.017541147768497467
 33   -.022318003699183464
 34   -.011492435820400715
 35    .003981525544077158
 36   -.003965735901147127
 37   -.025322506204247475
 38    .012745077721774578
 39   -.013552761636674404
 40     .00245341076515615
end
format %tbCalendar date_b
I now started to create lead variables to analyze the effect of future returns, e.g. for the second day by using:

Code:
gen returnD2 = F2.return
For each day I now want to create a new variable which states the cumulative return of the next 7 days (i.e. week 1). Similarly I want to create a variable for the cumulative return of week 2 (including day 8 to 14), week 3, week 4 respectively.
I could now do the following
Code:
gen return_cum_week1 = ((returnD1+1)*(returnD2+1)*(returnD3+1)*(returnD4+1)*(returnD5+1)*(returnD6+1)*(returnD7+1)-1)
That would mean I have to first create 28 variables with D1 to D28 and then calculate a new variable for each week by using the approach above.

Is there any other, smarter possibility to do what I intend to do?

Thank you!

Best regards,
Eva