___ ____ ____ ____ ____ (R) /__ / ____/ / ____/ ___/ / /___/ / /___/ 14.2 Copyright 1985-2015 StataCorp LLC Statistics/Data Analysis StataCorp 4905 Lakeway Drive Special Edition College Station, Texas 77845 USA 800-STATA-PC http://www.stata.com 979-696-4600 stata@stata.com 979-696-4601 (fax) Single-user Stata perpetual license: Serial number: 401406202087 Licensed to: Houston H. Stokes Professor UIC Economics Notes: 1. Stata is running in batch mode. 2. Unicode is supported; see help unicode_advice. 3. Maximum number of variables is set to 5000; see help set_maxvar. . do index.do . use index . tsset date time variable: date, 1/2/1991 to 12/30/2013, but with gaps delta: 1 day . summ Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- date | 5,828 15543.98 2424.645 11324 19722 Dax30 | 5,828 .0003297 .014443 -.0987092 .1079747 FTSE100 | 5,828 .0001891 .0113336 -.0926456 .0938424 Nikkei225 | 5,828 -.0000792 .014918 -.1211103 .1323458 SP500 | 5,828 .0002885 .0115444 -.0946951 .109572 -------------+--------------------------------------------------------- newdate | 5,828 2913.5 1682.543 0 5827 . describe Contains data from index.dta obs: 5,828 vars: 6 22 Mar 2017 16:29 size: 221,464 ------------------------------------------------------------------------------- storage display value variable name type format label variable label ------------------------------------------------------------------------------- date int %td.. calendar date Dax30 double %10.0g DAX 30 FTSE100 double %10.0g FTSE 100 Nikkei225 double %10.0g Nikkei 225 SP500 double %10.0g S&P 500 newdate long %tbindex business date ------------------------------------------------------------------------------- Sorted by: date . end of do-file