Hi all,
I have data as follow (from 04Jan2012 to 31Dec2021)
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(date r_AAM r_ACC r_ADC r_BED)
18266            .           . .           .
18267   .023464635  .018019632 .  .031747144
18268   -.01460196  -.03636988 .  .024692865
18269    .04879335  -.07696043 . -.018462187
18270            0  -.04082457 .           .
18273  -.005621055           0 .           .
18274   -.04317229  -.08701079 .  -.06187596
18275            0    .0828399 .   .03484704
18276   .008784819           . .   .05981911
18277    .00581714           . .           .
18280   -.05053411           . .           .
18281    .03298979   .05406645 .           .
18282   -.02388494           . .   .05981911
18283   -.02445952           . .  .019170104
18284            0           . .           .
18287   .009245082           . .           .
18288    .03909938           . .           .
18289  -.002951047           . .           .
18290  -.011911284           . .  .066692024
18291  -.027315874           . . -.032790184
18294   .015270777           . .           .
18295   .015041084           . .           .
18296            0           . .           .
18297   .002977435           . .           .
18298   -.04255901           . .  -.09193846
18301    .02454049           . .  -.06108606
18302  -.027651504           . .           .
18303    .02461985           . .           .
18304  .0030316524           . .   .06453909
18305   .003022489           . .           .
18315   .012018595           . .           .
18316   -.03031186           . .  .064022414
18317            0  .015213837 .  .030534806
18318   .003078826  -.01905123 .           .
18319            0           . .           .
18322    .00610959           . .  .014388928
18323   .003050709   .01869027 . -.021661734
18324   .009077149  .007377322 .  .021661734
18325            0   .09129516 .   .06230445
18326            0   .09286636 .           .
18329    .03840625           . .           .
18330    .04810279           . .           .
18331   .019149406           . .  .006307384
18332  -.010896324           . .  .018692346
18333   .008185525           . .           .
18336  -.013683024   .09286636 .           .
18337  -.027931724           . . -.025157066
18338  -.008534839           . . -.065813765
18339   .014178528  -.09642832 .   .04000565
18340  -.014178528  -.10672422 . -.033225928
18343  -.002867404   .09437885 .           .
18344   -.02612636  -.10467136 .           .
18345    .01460196   -.1053605 .   .01980283
18346  -.029410666  -.10493392 .           .
18347 -.0029959874   .17520665 .           .
18350   .017804695   .09530683 . -.006644671
18351  -.014808708           . .  -.06899347
18352 -.0029959874           . .           .
18353            0           . .           .
18354    -.0029953   .10897366 .           .
18357            0           . .   .06021948
18358            0           . .    .0462122
18359   .008968723  -.07755852 .  .019169083
18360   .008888909           . .           .
18361   .008810681           . .           .
18364  -.005868317           0 .           0
18365  -.008862676   .04725223 . -.013423044
18366   -.03487077   .08829147 .           .
18367  -.009310748    .0863075 .           .
18368  .0031132565   .05529019 .   .06230335
18371   .015412525 -.073543854 .    .0522998
18372   .009130891           0 .    .0251587
18373    .01504165  .013074178 .  .024541244
18374 -.0029922444           0 .  -.05609065
18378            0   .01290214 .  -.05942295
18379            0  -.01290214 .   .02020378
18380            0    .0256432 .   .02631744
18381            0   .01257746 .    .0256408
18386   .026584873 -.010049932 . -.006348364
18387    .04838032   .02247124 .   -.0522998
18388    .04879016   .03637025 .    .0459091
18389  -.035002224   .05781673 .           0
18392   -.04482058 -.034288626 .  .006390703
18393    -.0144339   .09531045 .   .01265851
18394  -.035510033  -.08374777 .  -.05826838
18395            0  -.04706888 .           0
18396   .006011392  .035506207 .  -.02020378
18399  .0029922444 -.072319664 .  .006780733
18400  -.009003636   .08584152 .  -.05557024
18401  -.021309374  -.08655488 .           0
18402   .021309374 -.013794912 .           .
18403   -.04938954  -.08398309 .           .
18406   .012578953     .097778 .  .035090618
18407  -.025318153  -.04196582 .  .013698883
18408   .006390422  .028170906 .           0
18409            0   .08515901 . -.013698883
18410   .031354383     .094847 .   .03390266
18413  -.015556324   .09509932 .  -.06899328
18414  .0031296716    .0945423 .           .
18415    .00933266  -.10514814 .           .
end
format %td date
So I want to rank return value of each firm month by month.
Eg: I want to rank return value of AAM from 04Jan2010-31Jan2010, from 01Feb2010-28Feb2010,....., from 01Dec2021-31Dec2021; Rank value of ACC from 04Jan2010-31Jan2010, from 01Feb2010-28Feb2010,....., from 01Dec2021-31Dec2021, and return value of ADC and BED like that.
I have tried several ways but can't seem to make it work. Can anyone tell me how you would code this?
Many thanks and cheers.