itsp

```
qmdy
variable:group
```

Variable Graph Type N Descriptives Label

[+] qmdy
@crudeoil.dta

other
(float)

161630
(.)

(x̄=14336.063, 2265.419) [9133.000,17470.000]

All properties
key	content
N	161630
N_unique	.
class	other
example0	9133
histh	.00006487, .00005109, .00005078, .000047, .00004156, .00004233, .00004681, .00004955, .00004851, .00005337, .00006904, .00007552, .00007571, .00008497, .0000947, .0000935, .00009489, .00009377, .00009065, .0000935, .00009169, .00009385, .00009165, .00009605, .00012306, .00012966, .00013406, .00013603, .00014016, .00013958, .00014622, .00014147, .00014209, .00014479, .00014116, .00014583, .00014278, .0001451, .00013622, .0001451, .00014321, .00014406, .00014784, .00013422, .00013321, .00012125, .00014633, .00014352, .00027804, .00028136, .00029405, .0003015
histw	9213.1631, 9373.4902, 9533.8174, 9694.1445, 9854.4707, 10014.798, 10175.125, 10335.452, 10495.779, 10656.105, 10816.433, 10976.76, 11137.087, 11297.413, 11457.74, 11618.067, 11778.395, 11938.721, 12099.048, 12259.375, 12419.702, 12580.029, 12740.355, 12900.683, 13061.01, 13221.337, 13381.663, 13541.99, 13702.317, 13862.645, 14022.971, 14183.298, 14343.625, 14503.952, 14664.279, 14824.605, 14984.933, 15145.26, 15305.587, 15465.913, 15626.24, 15786.567, 15946.895, 16107.221, 16267.548, 16427.875, 16588.201, 16748.529, 16908.855, 17069.184, 17229.51, 17389.836
max	17470.000
mean	14336.063
min	9133.000
sd	2265.419
type	float

file # command

ch10.6.do:

14 [+]

list in 1/51 , sepby(qmdy)

49 [+]

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

file # command

ch10.6.do:

17 [+]

bysort qmdy (cmdy): generate near = contract if _n == 1

21 [+]

bysort cmdy (qmdy): generate rolldate = qmdy[_n-3] if near[_n] != near[_n-1]

22 [+]

bysort cmdy (qmdy): generate roll1date = qmdy[_n-4] if near[_n] != near[_n-1]

23 [+]

bysort cmdy (qmdy): generate nnear = contract if near[_n] != near[_n-1]

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

39 [+]

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

Script Output


qmdy:                                           Number of Observations
-------                                     ------------------------------
                                            Total   Integers   Nonintegers
|                  #         Negative           -         -          -
|                  #         Zero               -         -          -
|              #   #         Positive       161630     161630          -
|          #   #   #                        -----     -----      -----
|      #   #   #   #         Total          161630     161630          -
|  #   #   #   #   #         Missing            -
+----------------------                     -----
9133              17470                     161630
(More than 99 unique values)

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
        qmdy |    161630    14336.06    2265.419       9133      17470
@mean 14336.063
@sd  2265.419
@min  9133.000
@max 17470.000
@example0 9133
@histh .00006487, .00005109, .00005078, .000047, .00004156, .00004233, .00004681, .00004955, .00004851, .00005337, .00006904, .00007552, .00007571, .00008497, .0000947, .0000935, .00009489, .00009377, .00009065, .0000935, .00009169, .00009385, .00009165, .00009605, .00012306, .00012966, .00013406, .00013603, .00014016, .00013958, .00014622, .00014147, .00014209, .00014479, .00014116, .00014583, .00014278, .0001451, .00013622, .0001451, .00014321, .00014406, .00014784, .00013422, .00013321, .00012125, .00014633, .00014352, .00027804, .00028136, .00029405, .0003015
@histw 9213.1631, 9373.4902, 9533.8174, 9694.1445, 9854.4707, 10014.798, 10175.125, 10335.452, 10495.779, 10656.105, 10816.433, 10976.76, 11137.087, 11297.413, 11457.74, 11618.067, 11778.395, 11938.721, 12099.048, 12259.375, 12419.702, 12580.029, 12740.355, 12900.683, 13061.01, 13221.337, 13381.663, 13541.99, 13702.317, 13862.645, 14022.971, 14183.298, 14343.625, 14503.952, 14664.279, 14824.605, 14984.933, 15145.26, 15305.587, 15465.913, 15626.24, 15786.567, 15946.895, 16107.221, 16267.548, 16427.875, 16588.201, 16748.529, 16908.855, 17069.184, 17229.51, 17389.836
@type float
@label 
@class other
@N_unique .
@N 161630