itsp

```
qm
variable:group
```

Variable Graph Type N Descriptives Label

[+] qm
@crudeoil.dta

other
(float)

161630
(.)

(x̄=470.528, 74.429) [300.000,573.000]

All properties
key	content
N	161630
N_unique	.
class	other
example0	300
histh	.0021731, .0014778, .00148369, .0013576, .0014448, .00123032, .00135171, .00145659, .00168521, .0015438, .002047, .00217899, .00263035, .00250779, .00273641, .0027258, .00325965, .0027093, .0026386, .00273523, .00320426, .00271166, .00266924, .00281065, .00413054, .00381353, .00388188, .00380882, .00495783, .00402919, .00426724, .00419064, .00486001, .0041765, .00408694, .00424132, .00496136, .00426606, .00393609, .00414232, .00505092, .00411051, .00433677, .00390899, .00469031, .00336571, .00425664, .00425074, .00897287, .00797707, .00836714, .01066869
histw	302.625, 307.875, 313.125, 318.375, 323.625, 328.875, 334.125, 339.375, 344.625, 349.875, 355.125, 360.375, 365.625, 370.875, 376.125, 381.375, 386.625, 391.875, 397.125, 402.375, 407.625, 412.875, 418.125, 423.375, 428.625, 433.875, 439.125, 444.375, 449.625, 454.875, 460.125, 465.375, 470.625, 475.875, 481.125, 486.375, 491.625, 496.875, 502.125, 507.375, 512.625, 517.875, 523.125, 528.375, 533.625, 538.875, 544.125, 549.375, 554.625, 559.875, 565.125, 570.375
max	573.000
mean	470.528
min	300.000
sd	74.429
type	float

file # command

ch10.6.do:

49 [+]

list qmdy contract futprice futret if !missing(futprice) in 1/62 , noobs sepby(qm)

file # command

ch10.6.do:

27 [+]

bysort qm: egen rollover = mean(rolldate)

28 [+]

bysort qm: egen rollover1 = mean(roll1date)

29 [+]

bysort qm: egen nextnear = mean(nnear)

32 [+]

bysort qm: generate futprice = settle if contract == near & qmdy < rollover

34 [+]

bysort qm: replace futprice = settle if contract==nextnear & qmdy >= rollover

37 [+]

bysort qm: generate settleprev = settle if contract == nextnear & qmdy == rollover1

38 [+]

bysort qm: egen sprev = mean(settleprev)

39 [+]

bysort qm: generate double futret = log(settle) - log(sprev) if qmdy == rollover

Script Output


qm:                                             Number of Observations
-----                                       ------------------------------
                                            Total   Integers   Nonintegers
|                  #         Negative           -         -          -
|                  #         Zero               -         -          -
|              #   #         Positive       161630     161630          -
|          #   #   #                        -----     -----      -----
|      #   #   #   #         Total          161630     161630          -
|  #   #   #   #   #         Missing            -
+----------------------                     -----
300                 573                     161630
(More than 99 unique values)

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
          qm |    161630    470.5284    74.42857        300        573
@mean   470.528
@sd    74.429
@min   300.000
@max   573.000
@example0 300
@histh .0021731, .0014778, .00148369, .0013576, .0014448, .00123032, .00135171, .00145659, .00168521, .0015438, .002047, .00217899, .00263035, .00250779, .00273641, .0027258, .00325965, .0027093, .0026386, .00273523, .00320426, .00271166, .00266924, .00281065, .00413054, .00381353, .00388188, .00380882, .00495783, .00402919, .00426724, .00419064, .00486001, .0041765, .00408694, .00424132, .00496136, .00426606, .00393609, .00414232, .00505092, .00411051, .00433677, .00390899, .00469031, .00336571, .00425664, .00425074, .00897287, .00797707, .00836714, .01066869
@histw 302.625, 307.875, 313.125, 318.375, 323.625, 328.875, 334.125, 339.375, 344.625, 349.875, 355.125, 360.375, 365.625, 370.875, 376.125, 381.375, 386.625, 391.875, 397.125, 402.375, 407.625, 412.875, 418.125, 423.375, 428.625, 433.875, 439.125, 444.375, 449.625, 454.875, 460.125, 465.375, 470.625, 475.875, 481.125, 486.375, 491.625, 496.875, 502.125, 507.375, 512.625, 517.875, 523.125, 528.375, 533.625, 538.875, 544.125, 549.375, 554.625, 559.875, 565.125, 570.375
@type float
@label 
@class other
@N_unique .
@N 161630