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maodeng 发表于 2013-1-28 13:13 8 J" ?3 ~" ]& D! r3 ` g( T1 ^* ^
. hello 300236, Z0 X, W6 n& ]% E3 r
statement out of context
# G" n; o" Z9 w( Hr(119); 2 b, B/ E0 d, |9 [
抱歉,最近太忙了
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5 p$ x. B! _4 e5 T/ ^300236 我用下面的程序试过,没问题( f+ i: A# o; [; H2 E* ~$ ]
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你把 D:\stock\test\source 改成你导出的数据存放的目录,再试一试1 p8 C4 X8 _8 R
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capture program drop hello
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1 T" b0 o3 K* r# n9 Aprogram hello* _4 G- N* Z# z2 p% D8 i6 a" N
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clear
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cd D:\stock\test\source
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insheet using `1'.txt d( T T' r/ ?
& g: D% B. _9 e: [# u! M keep if v5>0
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`) A L, `8 i0 @ \* F. p8 |; z gen vt=_n' ^$ q9 @5 P7 e& S$ |& `
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tsset vt
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gen zf=D1.v5( W# D; n- Z/ w
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gsort -v1
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, e- x& U3 Z: D$ K! Q gen avol=v7/v5
1 W! n) w3 {5 _( o
! U2 Z5 e3 N& r# o keep if avol>0
: f5 {1 M6 m: |5 C+ l3 G, D7 c 0 i; A, u2 `0 j9 b* A& z4 z Z3 a8 g
drop vt% T5 Z: M: m# C- V! T7 o
5 @8 s, X; v' Y: Y% C+ Y gen vt=_n! n) p: `: u% \, O) M, m! i' [
1 A) ]4 c6 o9 P tsset vt
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) A/ }; d: P! U" }8 V+ g2 ^- b& @# ~ sum v5 [aw =avol]6 k& j6 y0 I: G# m5 M3 i
/ J+ l8 b% a7 L4 E' [1 N' d gen amean=r(mean) in 1
j# W: w" y, W) e$ d& \5 Y 7 a9 K' S" i1 q; w+ g
* 总加权平均值 amean
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; J7 D; m7 }" h keep in 1/240
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7 L6 C& T. O) t' a5 Q% S& W sum v5 [aw =avol] z4 N0 u1 o2 |# S$ F
% ~4 x9 d! |; U( u8 s
gen mean240=r(mean) in 1
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1 J$ y$ `3 c2 R# I) }: ?# ? *240加权平均值 mean240
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set obs 500 ; w; |$ |$ i1 {; ^, m
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kdensity v5 [aw =avol],gaussian n(500) generate(dx240 dy240) nograph1 I1 n$ L& M! l2 h0 P
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*240 kdensity(dx240 dy240)
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( i" h2 S* L8 t) _6 | sum dy240 m6 r/ {3 `: G9 `# z
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gen yxis=r(max) in 1. i; k: n& e" H* j+ {0 t# W1 S
2 b# Y2 K! ^+ H* x* B; {( W/ m gen yxis2=yxis/2
1 p+ m% H% `- E" m3 u2 m- y % U; }9 `$ d! `3 }* X7 k
*yxis! {! ]) d0 T! o' Z) E3 D
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gen dy240max=r(max)
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gen dy240minp=r(min)
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gen vtt=_n
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. Z- z* P* E5 ^. i2 ~3 P0 c( m: l tsset vtt
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gen ddy240=D1.dy240/D1.dx240
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sum ddy240
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gen ddy240max=r(max)* d. T" l8 [5 G8 \+ Y$ c, p7 f
6 N+ T2 B s$ K8 o3 B gen ddy240min=r(min)9 ]% N/ A+ F4 G9 U- ? y1 U1 u7 ^
) I4 Z1 g6 T3 B. { gen ddy240g=ddy240*(dy240max-dy240min)/(ddy240max-ddy240min)
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sum ddy240g5 w$ ]0 _- b( f1 f$ x6 m: v, x
' M, }( i/ r2 o! s2 r U" y/ { gen yxis3=r(min) in 10 b! O& x/ F! T: e9 N; I t A
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gen yxis4=0 in 1
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: V: f# \4 [6 ]+ K+ ? *ddy240g 6 L+ ]# @* C8 Z5 z* j9 [
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( o# ^# z& `8 W$ Y$ Q( Z preserve ) }4 D: F3 B* P
& l% {! p; ~& C sum v5 [aw =avol]
+ X( D+ a" Y4 {1 y- G9 s2 T1 K' y
' ^) F ]) w+ |* n keep if dx240<r(mean)
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sum ddy240! h8 b8 x5 B7 H5 q- G: ]
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if r(min)<0 {1 V. K" J+ O( R3 i) n
2 D1 c6 p+ _5 p7 ? keep if ddy240<=0
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count2 ~ r% I7 _; B' F8 r* _& f
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if r(N)>2 {
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. @$ d- A b, o9 o, J pkexamine dx240 dy240 t( [ }* B; N# \3 G
! h7 @0 J5 K$ ^* }+ m8 b local tempminp=r(tomc)
2 X& W) o# g( M# s3 G restore & S+ X. M, r5 b1 `
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Y( q! i! B5 f5 n else {
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di "cannot find minp": r: u; r' p( R& H% G
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restore
, X _% L% J; f" P" P. b P sum dx240
3 X9 K5 \( |' |' }& m: R, Y local tempminp=r(mean) p1 W: _ D) A+ V! w3 U
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}
; v$ H9 j1 t% Q4 I; q else {% i$ b4 [( n6 }
" c" v5 _8 V, Z8 B5 B keep if ddy240<=r(min)3 n: f6 G/ O2 [- _3 O% D
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sum dx240) ]" m& v* O4 e- G
6 K0 q) [- B7 Y3 q9 A, Y local tempminp=r(min)
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gen minp=`tempminp' in 1
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preserve
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u! S( d+ ?6 o6 x# h- ^ sum v5 [aw =avol]
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5 b- M3 O$ k8 ?, C% o" l: g' W/ D keep if dx240>r(mean)
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/ T+ ]0 P" m& c+ T& X. l* o5 q sum ddy240
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- N% h) c u' e9 U if r(max)>0 {
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. J* ~6 w# Y: O( X6 ~ keep if ddy240>=0
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6 _( k; z% K0 V7 T. [8 T/ X count
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* j- ]7 q- w8 N! T if r(N)>2 {
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pkexamine dx240 dy240
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local tempmaxp=r(tomc)
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, i' @) v3 B, B; A" o# Y8 f! t else {
w: u& E' y5 G# D: ~' L restore
: @5 G- n; S0 y3 ?! t di "cannot find maxp"
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% d% ^1 N5 Y5 E9 O# b . o; K" f0 l& S2 y. a
sum dx240
: L7 F [$ @: o q! F& r3 e local tempmaxp=r(mean)
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}
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i9 ^1 Z2 b6 q3 x" x else {
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keep if ddy240>=r(max)
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sum dx240$ D. W/ y, m3 [1 p
8 [. Z# u' s6 d+ m local tempmaxp=r(max) ; F4 H0 d# K* C
restore ) D. [7 f C) Z
}
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gen maxp=`tempmaxp' in 1
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*240maxp
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*-------------ddy240pminp左侧高峰值-----
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1 h; T1 ^+ c# r+ ~ preserve
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$ S" j3 S( }$ y2 `+ f keep if dx240<`tempminp'% }' P4 i* {5 I3 T: a/ p
' S5 f. S/ | O keep if ddy240>0
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: U: y& e- O8 E# P count* P Q6 _3 W% D2 C
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if r(N)>2 {
+ f L/ q; q! N, I
; E* q. L. E# \- X4 G% J# X pkexamine dx240 ddy240
# e2 o2 q5 Q: c
6 Q+ Z% ]3 d2 u local tempminphddy240=r(tomc)
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else {
: L8 O& j( S. A' h; f# L restore
& A! x3 i) P/ G: l di "cannot find pminphddy240"/ l/ Z5 C4 \9 I& e
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& d x7 |9 s& q3 R sum dx240$ }8 S6 d7 y; \% C; {
local tempminphddy240=r(mean) # x9 D5 C% O( y( l. I! Z
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. P- a# f) [7 P, [) s4 m gen pminphddy240=`tempminphddy240' in 1) q# f# j4 `, H% V( `' o/ W7 M
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*-------------ddy240pminp右侧低峰值 -----------------
6 F0 |+ a x4 q' P& K preserve ' G {( ]7 \3 |3 {0 V; l
" u- u; j: @6 ^5 q } keep if dx240>`tempminp'6 n: N) k/ J, \( Q8 k
* h5 Z' `& b' W# m
keep if dx240<`tempmaxp'4 N! X! W" T, N& P7 d, x* r
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keep if ddy240<0
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$ o7 F x1 f1 K3 I gen temddy240=-ddy240
: a7 i5 r' X. c7 o4 k" c- k# z" F" x
% k% x- W. a! Y( ^ count( g \: ^# H! X2 b
/ l2 s' S, ~8 G4 @: e( d0 p if r(N)>2 {4 Q3 \3 x% x3 e) K# z. ^; F& \
# s$ a' `) a- _, |; H8 m
pkexamine dx240 temddy240
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local tempminplddy240=r(tomc)5 b2 g/ X$ D4 g) q0 u
restore9 [5 V/ \ P: P5 c1 n! r, j
}
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else {& T+ t" m2 P) ]; b. P6 M/ u. P
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di "cannot find pminplddy240"
) s* i$ k' T8 l, v- H% G3 e6 E restore' c3 L2 y) X" [- h/ [8 W% U; S
9 Y8 {" N* D9 p sum dx240
3 m$ n* N4 C) D u% ^ local tempminplddy240=r(mean)
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}
r/ g. H* i. m$ v7 _; L
+ F3 u) e; ?: D2 y- D5 q
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0 W" u8 J: O0 Y$ E Z, D, P gen pminplddy240=`tempminplddy240' in 17 m5 l5 r# S: @
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*-------------ddy240pmaxp左侧高峰值 -------------------/ w5 Q0 W" I+ s
7 e+ Y/ Z T$ e* f3 w; }5 b preserve
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keep if dx240>`tempminp'
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6 ~# i" d3 E! a x0 [ keep if dx240<`tempmaxp'# u; p$ |( G+ W& k' k
% b* a# w9 s: l
keep if ddy240>0: ]+ D0 S3 `3 G: n" c3 x
count3 p& z8 k! r+ e0 {7 a; q* c
b' Z! [, o4 E9 N
if r(N)>2 {' s% t; u7 e, g( r& u& C
+ t+ S: j9 B- I, K, U) i; C2 s pkexamine dx240 ddy240
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local tempmaxphddy240=r(tomc)
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1 O2 n6 D, t8 L+ K* e" u* s restore
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2 D/ q9 p8 C6 }- h p" w else {, ?5 I* M% \5 o( O2 J
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di "cannot find pmaxphddy240"
+ Y; h0 D* k% o7 b8 w6 P restore1 e/ ?# k" N9 A# `. A
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sum dx240' }: A1 _+ ~7 |' _: r0 B, G
local tempmaxphddy240=r(mean) 4 T; @7 t+ {/ X2 @4 I9 t, g% T
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0 h; T5 H/ P$ C' y* w
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. n t% l* D2 {' K gen pmaxphddy240=`tempmaxphddy240' in 1
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1 ]) S A( C" q/ y, `- [2 j- n *-------------ddy240pmaxp右侧低峰值 -------------------( q" o k1 B% [3 z' i( n7 r
0 w$ |0 h% D- O& n& E8 j0 a preserve
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keep if dx240>`tempmaxp'
! a" t' ^, S, o, p. ?
0 h6 _! m% i% p* g0 K gen temddy240=-ddy240" Q7 h8 u- h, K4 ]! [5 j& P
0 e2 T+ |2 X' A keep if temddy240>0
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count% E; H. L/ i6 [4 ^
7 U! ~+ \+ j* b) q; `" N: L if r(N)>2 {
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" s5 d! ^! M# f/ }# X2 `" z pkexamine dx240 temddy240
3 ]/ A- A* q. K% v3 T. r* \ H) m- P
, ?( q h$ x+ [ local tempmaxplddy240=r(tomc)
8 t$ d, U' y) q, `$ p restore
$ h) t3 P1 G/ h( N: t }6 c9 a+ F% B& \4 W- V8 f9 p
% N2 t# [# V# E; B* H else {
, W/ {4 |, M- y6 c6 A3 o& y restore
. S' m7 L8 o: D( S( w# l di "cannot find pmaxlhddy240"
. k+ b. N! w& Q5 w* N# L9 L
2 Y# m! ~5 T Y! L) h# A
8 q2 ^8 j: K; L" x8 f sum dx240
6 j& g$ { N5 q7 I local tempmaxplddy240=r(mean) in 1
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}
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$ J/ ]4 _2 h v" i- j: j gen pmaxplddy240=`tempmaxphddy240' in 1
' h8 H V/ y' |8 J ; n5 z0 ]3 l5 N5 c( L
*-------------------------------------' G0 \, T( h6 a9 o3 o* P. N
! M% m' V/ V% l! @; c gen price5d=v5 in 1/201 w; o' {& z! y' Y" K' _! i
, R; `, n K' M. f- v gen price5yy=_n in 1/20
/ {3 v4 T8 @* D+ E5 {, A2 ^ ; R) {" v4 J. ~( _& X6 ^
gen price5y=price5yy*(dy240max-dy240min)/208 u: p) N! A( w! Z
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*price5y &price5d
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gen priceny=price5y in 1
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2 G3 v- t$ \) y gen pricen=v5 in 19 e6 @' O" V# a; S. Y0 d
7 t M8 ~% i9 o3 Y; ^6 e! P# R
9 L7 W- M5 ]% x4 l6 k" G! c7 v' J& B *priceny &pricen
$ C( l3 v& C% x6 j' _ 9 H& T2 U: u3 J, {
3 M) a: R$ v1 I *-------------------------graph------------------+ E* i% B) V* r/ K' h
* K: q/ i# h, b
tw(line dy240 ddy240g dx240)(spike yxis mean240, lc(red))(spike yxis maxp, lp(-) lc(black))(spike yxis minp, lc(black)) (scatter yxis2 mean240,lc(red) msymbol(+) mlabel(mean240) lc(red))(scatter yxis maxp,msymbol(+) mlabel(maxp) lc(black))(scatter yxis minp, msymbol(+) mlabel(minp) lc(black))(scatter yxis4 pminphddy240, msymbol(O) c(l[-]) mlabel(pminphddy240))(scatter yxis3 pminplddy240, msymbol(O) c(l[-]) mlabel(pminplddy240))(scatter yxis4 pmaxphddy240, msymbol(O) c(l[-]) mlabel(pmaxphddy240))(scatter yxis3 pmaxplddy240, msymbol(O) c(l[-]) mlabel(pmaxplddy240))(scatter price5y price5d, msymbol(O) mfc(black) mlc(black) c(l[-])) (scatter priceny pricen, msymbol(O) mfc(red) mlc(red)), title("`f'") xtitle("`1'") ytitle("density") legend(off)1 ^8 _6 s. w# L4 x
( ^$ }. g, w9 l! f: x8 w( N0 g* ---------可选项目----------------------
& U w# F* k% Q) m- V*(spike yxis amean,lc(blue))(scatter yxis2 amean, lc(blue) msymbol(+) mlabel(amean))% A: w; }& N( R( K7 _ K" l
}, {# M* T! B* I2 h8 }* U, R' D
end
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