------------------------------------------------------------------------------------------- . codebook NASDAQCOM ------------------------------------------------------------------------------------------- NASDAQCOM NASDAQ Composite Index ------------------------------------------------------------------------------------------- Type: Numeric (float) Range: [2335.83,12056.441] Units: .001 Unique values: 2,510 Missing .: 91/2,610 Mean: 5407.38 Std. dev.: 2243.59 Percentiles: 10% 25% 50% 75% 90% 2786.7 3401.86 4945.54 7188.26 8222.8 . drop if NASDAQCOM==. (91 observations deleted) . tsset daten Time variable: daten, 15nov2010 to 13nov2020, but with gaps Delta: 1 day . tsreport NASDAQCOM, detail Variable: NASDAQCOM Time variable: daten --------------------------- Starting period = 15nov2010 Ending period = 13nov2020 Number of obs = 2,519 Number of gaps = 547 Gap report -------------------------------------------------- Observations | Start End N. obs -------------+------------------------------------ 5–6 | 20nov2010 21nov2010 2 8–9 | 25nov2010 25nov2010 1 9–10 | 27nov2010 28nov2010 2 14–15 | 04dec2010 05dec2010 2 19–20 | 11dec2010 12dec2010 2 24–25 | 18dec2010 19dec2010 2 28–29 | 24dec2010 26dec2010 3 33–34 | 01jan2011 02jan2011 2 38–39 | 08jan2011 09jan2011 2 43–44 | 15jan2011 17jan2011 3 47–48 | 22jan2011 23jan2011 2 52–53 | 29jan2011 30jan2011 2 57–58 | 05feb2011 06feb2011 2 62–63 | 12feb2011 13feb2011 2 67–68 | 19feb2011 21feb2011 3 71–72 | 26feb2011 27feb2011 2 76–77 | 05mar2011 06mar2011 2 81–82 | 12mar2011 13mar2011 2 86–87 | 19mar2011 20mar2011 2 91–92 | 26mar2011 27mar2011 2 96–97 | 02apr2011 03apr2011 2 101–102 | 09apr2011 10apr2011 2 106–107 | 16apr2011 17apr2011 2 110–111 | 22apr2011 24apr2011 3 115–116 | 30apr2011 01may2011 2 120–121 | 07may2011 08may2011 2 125–126 | 14may2011 15may2011 2 130–131 | 21may2011 22may2011 2 135–136 | 28may2011 30may2011 3 139–140 | 04jun2011 05jun2011 2 144–145 | 11jun2011 12jun2011 2 149–150 | 18jun2011 19jun2011 2 154–155 | 25jun2011 26jun2011 2 159–160 | 02jul2011 04jul2011 3 163–164 | 09jul2011 10jul2011 2 168–169 | 16jul2011 17jul2011 2 173–174 | 23jul2011 24jul2011 2 178–179 | 30jul2011 31jul2011 2 183–184 | 06aug2011 07aug2011 2 188–189 | 13aug2011 14aug2011 2 193–194 | 20aug2011 21aug2011 2 198–199 | 27aug2011 28aug2011 2 203–204 | 03sep2011 05sep2011 3 207–208 | 10sep2011 11sep2011 2 212–213 | 17sep2011 18sep2011 2 217–218 | 24sep2011 25sep2011 2 222–223 | 01oct2011 02oct2011 2 227–228 | 08oct2011 09oct2011 2 232–233 | 15oct2011 16oct2011 2 237–238 | 22oct2011 23oct2011 2 242–243 | 29oct2011 30oct2011 2 247–248 | 05nov2011 06nov2011 2 252–253 | 12nov2011 13nov2011 2 257–258 | 19nov2011 20nov2011 2 260–261 | 24nov2011 24nov2011 1 261–262 | 26nov2011 27nov2011 2 266–267 | 03dec2011 04dec2011 2 271–272 | 10dec2011 11dec2011 2 276–277 | 17dec2011 18dec2011 2 281–282 | 24dec2011 26dec2011 3 285–286 | 31dec2011 02jan2012 3 289–290 | 07jan2012 08jan2012 2 294–295 | 14jan2012 16jan2012 3 298–299 | 21jan2012 22jan2012 2 303–304 | 28jan2012 29jan2012 2 308–309 | 04feb2012 05feb2012 2 313–314 | 11feb2012 12feb2012 2 318–319 | 18feb2012 20feb2012 3 322–323 | 25feb2012 26feb2012 2 327–328 | 03mar2012 04mar2012 2 332–333 | 10mar2012 11mar2012 2 337–338 | 17mar2012 18mar2012 2 342–343 | 24mar2012 25mar2012 2 347–348 | 31mar2012 01apr2012 2 351–352 | 06apr2012 08apr2012 3 356–357 | 14apr2012 15apr2012 2 361–362 | 21apr2012 22apr2012 2 366–367 | 28apr2012 29apr2012 2 371–372 | 05may2012 06may2012 2 376–377 | 12may2012 13may2012 2 381–382 | 19may2012 20may2012 2 386–387 | 26may2012 28may2012 3 390–391 | 02jun2012 03jun2012 2 395–396 | 09jun2012 10jun2012 2 400–401 | 16jun2012 17jun2012 2 405–406 | 23jun2012 24jun2012 2 410–411 | 30jun2012 01jul2012 2 412–413 | 04jul2012 04jul2012 1 414–415 | 07jul2012 08jul2012 2 419–420 | 14jul2012 15jul2012 2 424–425 | 21jul2012 22jul2012 2 429–430 | 28jul2012 29jul2012 2 434–435 | 04aug2012 05aug2012 2 439–440 | 11aug2012 12aug2012 2 444–445 | 18aug2012 19aug2012 2 449–450 | 25aug2012 26aug2012 2 454–455 | 01sep2012 03sep2012 3 458–459 | 08sep2012 09sep2012 2 463–464 | 15sep2012 16sep2012 2 468–469 | 22sep2012 23sep2012 2 473–474 | 29sep2012 30sep2012 2 478–479 | 06oct2012 07oct2012 2 483–484 | 13oct2012 14oct2012 2 488–489 | 20oct2012 21oct2012 2 493–494 | 27oct2012 30oct2012 4 496–497 | 03nov2012 04nov2012 2 501–502 | 10nov2012 11nov2012 2 506–507 | 17nov2012 18nov2012 2 509–510 | 22nov2012 22nov2012 1 510–511 | 24nov2012 25nov2012 2 515–516 | 01dec2012 02dec2012 2 520–521 | 08dec2012 09dec2012 2 525–526 | 15dec2012 16dec2012 2 530–531 | 22dec2012 23dec2012 2 531–532 | 25dec2012 25dec2012 1 534–535 | 29dec2012 30dec2012 2 535–536 | 01jan2013 01jan2013 1 538–539 | 05jan2013 06jan2013 2 543–544 | 12jan2013 13jan2013 2 548–549 | 19jan2013 21jan2013 3 552–553 | 26jan2013 27jan2013 2 557–558 | 02feb2013 03feb2013 2 562–563 | 09feb2013 10feb2013 2 567–568 | 16feb2013 18feb2013 3 571–572 | 23feb2013 24feb2013 2 576–577 | 02mar2013 03mar2013 2 581–582 | 09mar2013 10mar2013 2 586–587 | 16mar2013 17mar2013 2 591–592 | 23mar2013 24mar2013 2 595–596 | 29mar2013 31mar2013 3 600–601 | 06apr2013 07apr2013 2 605–606 | 13apr2013 14apr2013 2 610–611 | 20apr2013 21apr2013 2 615–616 | 27apr2013 28apr2013 2 620–621 | 04may2013 05may2013 2 625–626 | 11may2013 12may2013 2 630–631 | 18may2013 19may2013 2 635–636 | 25may2013 27may2013 3 639–640 | 01jun2013 02jun2013 2 644–645 | 08jun2013 09jun2013 2 649–650 | 15jun2013 16jun2013 2 654–655 | 22jun2013 23jun2013 2 659–660 | 29jun2013 30jun2013 2 662–663 | 04jul2013 04jul2013 1 663–664 | 06jul2013 07jul2013 2 668–669 | 13jul2013 14jul2013 2 673–674 | 20jul2013 21jul2013 2 678–679 | 27jul2013 28jul2013 2 683–684 | 03aug2013 04aug2013 2 688–689 | 10aug2013 11aug2013 2 693–694 | 17aug2013 18aug2013 2 698–699 | 24aug2013 25aug2013 2 703–704 | 31aug2013 02sep2013 3 707–708 | 07sep2013 08sep2013 2 712–713 | 14sep2013 15sep2013 2 717–718 | 21sep2013 22sep2013 2 722–723 | 28sep2013 29sep2013 2 727–728 | 05oct2013 06oct2013 2 732–733 | 12oct2013 13oct2013 2 737–738 | 19oct2013 20oct2013 2 742–743 | 26oct2013 27oct2013 2 747–748 | 02nov2013 03nov2013 2 752–753 | 09nov2013 10nov2013 2 757–758 | 16nov2013 17nov2013 2 762–763 | 23nov2013 24nov2013 2 765–766 | 28nov2013 28nov2013 1 766–767 | 30nov2013 01dec2013 2 771–772 | 07dec2013 08dec2013 2 776–777 | 14dec2013 15dec2013 2 781–782 | 21dec2013 22dec2013 2 783–784 | 25dec2013 25dec2013 1 785–786 | 28dec2013 29dec2013 2 787–788 | 01jan2014 01jan2014 1 789–790 | 04jan2014 05jan2014 2 794–795 | 11jan2014 12jan2014 2 799–800 | 18jan2014 20jan2014 3 803–804 | 25jan2014 26jan2014 2 808–809 | 01feb2014 02feb2014 2 813–814 | 08feb2014 09feb2014 2 818–819 | 15feb2014 17feb2014 3 822–823 | 22feb2014 23feb2014 2 827–828 | 01mar2014 02mar2014 2 832–833 | 08mar2014 09mar2014 2 837–838 | 15mar2014 16mar2014 2 842–843 | 22mar2014 23mar2014 2 847–848 | 29mar2014 30mar2014 2 852–853 | 05apr2014 06apr2014 2 857–858 | 12apr2014 13apr2014 2 861–862 | 18apr2014 20apr2014 3 866–867 | 26apr2014 27apr2014 2 871–872 | 03may2014 04may2014 2 876–877 | 10may2014 11may2014 2 881–882 | 17may2014 18may2014 2 886–887 | 24may2014 26may2014 3 890–891 | 31may2014 01jun2014 2 895–896 | 07jun2014 08jun2014 2 900–901 | 14jun2014 15jun2014 2 905–906 | 21jun2014 22jun2014 2 910–911 | 28jun2014 29jun2014 2 914–915 | 04jul2014 06jul2014 3 919–920 | 12jul2014 13jul2014 2 924–925 | 19jul2014 20jul2014 2 929–930 | 26jul2014 27jul2014 2 934–935 | 02aug2014 03aug2014 2 939–940 | 09aug2014 10aug2014 2 944–945 | 16aug2014 17aug2014 2 949–950 | 23aug2014 24aug2014 2 954–955 | 30aug2014 01sep2014 3 958–959 | 06sep2014 07sep2014 2 963–964 | 13sep2014 14sep2014 2 968–969 | 20sep2014 21sep2014 2 973–974 | 27sep2014 28sep2014 2 978–979 | 04oct2014 05oct2014 2 983–984 | 11oct2014 12oct2014 2 988–989 | 18oct2014 19oct2014 2 993–994 | 25oct2014 26oct2014 2 998–999 | 01nov2014 02nov2014 2 1003–1004 | 08nov2014 09nov2014 2 1008–1009 | 15nov2014 16nov2014 2 1013–1014 | 22nov2014 23nov2014 2 1016–1017 | 27nov2014 27nov2014 1 1017–1018 | 29nov2014 30nov2014 2 1022–1023 | 06dec2014 07dec2014 2 1027–1028 | 13dec2014 14dec2014 2 1032–1033 | 20dec2014 21dec2014 2 1035–1036 | 25dec2014 25dec2014 1 1036–1037 | 27dec2014 28dec2014 2 1039–1040 | 01jan2015 01jan2015 1 1040–1041 | 03jan2015 04jan2015 2 1045–1046 | 10jan2015 11jan2015 2 1050–1051 | 17jan2015 19jan2015 3 1054–1055 | 24jan2015 25jan2015 2 1059–1060 | 31jan2015 01feb2015 2 1064–1065 | 07feb2015 08feb2015 2 1069–1070 | 14feb2015 16feb2015 3 1073–1074 | 21feb2015 22feb2015 2 1078–1079 | 28feb2015 01mar2015 2 1083–1084 | 07mar2015 08mar2015 2 1088–1089 | 14mar2015 15mar2015 2 1093–1094 | 21mar2015 22mar2015 2 1098–1099 | 28mar2015 29mar2015 2 1102–1103 | 03apr2015 05apr2015 3 1107–1108 | 11apr2015 12apr2015 2 1112–1113 | 18apr2015 19apr2015 2 1117–1118 | 25apr2015 26apr2015 2 1122–1123 | 02may2015 03may2015 2 1127–1128 | 09may2015 10may2015 2 1132–1133 | 16may2015 17may2015 2 1137–1138 | 23may2015 25may2015 3 1141–1142 | 30may2015 31may2015 2 1146–1147 | 06jun2015 07jun2015 2 1151–1152 | 13jun2015 14jun2015 2 1156–1157 | 20jun2015 21jun2015 2 1161–1162 | 27jun2015 28jun2015 2 1165–1166 | 03jul2015 05jul2015 3 1170–1171 | 11jul2015 12jul2015 2 1175–1176 | 18jul2015 19jul2015 2 1180–1181 | 25jul2015 26jul2015 2 1185–1186 | 01aug2015 02aug2015 2 1190–1191 | 08aug2015 09aug2015 2 1195–1196 | 15aug2015 16aug2015 2 1200–1201 | 22aug2015 23aug2015 2 1205–1206 | 29aug2015 30aug2015 2 1210–1211 | 05sep2015 07sep2015 3 1214–1215 | 12sep2015 13sep2015 2 1219–1220 | 19sep2015 20sep2015 2 1224–1225 | 26sep2015 27sep2015 2 1229–1230 | 03oct2015 04oct2015 2 1234–1235 | 10oct2015 11oct2015 2 1239–1240 | 17oct2015 18oct2015 2 1244–1245 | 24oct2015 25oct2015 2 1249–1250 | 31oct2015 01nov2015 2 1254–1255 | 07nov2015 08nov2015 2 1259–1260 | 14nov2015 15nov2015 2 1264–1265 | 21nov2015 22nov2015 2 1267–1268 | 26nov2015 26nov2015 1 1268–1269 | 28nov2015 29nov2015 2 1273–1274 | 05dec2015 06dec2015 2 1278–1279 | 12dec2015 13dec2015 2 1283–1284 | 19dec2015 20dec2015 2 1287–1288 | 25dec2015 27dec2015 3 1291–1292 | 01jan2016 03jan2016 3 1296–1297 | 09jan2016 10jan2016 2 1301–1302 | 16jan2016 18jan2016 3 1305–1306 | 23jan2016 24jan2016 2 1310–1311 | 30jan2016 31jan2016 2 1315–1316 | 06feb2016 07feb2016 2 1320–1321 | 13feb2016 15feb2016 3 1324–1325 | 20feb2016 21feb2016 2 1329–1330 | 27feb2016 28feb2016 2 1334–1335 | 05mar2016 06mar2016 2 1339–1340 | 12mar2016 13mar2016 2 1344–1345 | 19mar2016 20mar2016 2 1348–1349 | 25mar2016 27mar2016 3 1353–1354 | 02apr2016 03apr2016 2 1358–1359 | 09apr2016 10apr2016 2 1363–1364 | 16apr2016 17apr2016 2 1368–1369 | 23apr2016 24apr2016 2 1373–1374 | 30apr2016 01may2016 2 1378–1379 | 07may2016 08may2016 2 1383–1384 | 14may2016 15may2016 2 1388–1389 | 21may2016 22may2016 2 1393–1394 | 28may2016 30may2016 3 1397–1398 | 04jun2016 05jun2016 2 1402–1403 | 11jun2016 12jun2016 2 1407–1408 | 18jun2016 19jun2016 2 1412–1413 | 25jun2016 26jun2016 2 1417–1418 | 02jul2016 04jul2016 3 1421–1422 | 09jul2016 10jul2016 2 1426–1427 | 16jul2016 17jul2016 2 1431–1432 | 23jul2016 24jul2016 2 1436–1437 | 30jul2016 31jul2016 2 1441–1442 | 06aug2016 07aug2016 2 1446–1447 | 13aug2016 14aug2016 2 1451–1452 | 20aug2016 21aug2016 2 1456–1457 | 27aug2016 28aug2016 2 1461–1462 | 03sep2016 05sep2016 3 1465–1466 | 10sep2016 11sep2016 2 1470–1471 | 17sep2016 18sep2016 2 1475–1476 | 24sep2016 25sep2016 2 1480–1481 | 01oct2016 02oct2016 2 1485–1486 | 08oct2016 09oct2016 2 1490–1491 | 15oct2016 16oct2016 2 1495–1496 | 22oct2016 23oct2016 2 1500–1501 | 29oct2016 30oct2016 2 1505–1506 | 05nov2016 06nov2016 2 1510–1511 | 12nov2016 13nov2016 2 1515–1516 | 19nov2016 20nov2016 2 1518–1519 | 24nov2016 24nov2016 1 1519–1520 | 26nov2016 27nov2016 2 1524–1525 | 03dec2016 04dec2016 2 1529–1530 | 10dec2016 11dec2016 2 1534–1535 | 17dec2016 18dec2016 2 1539–1540 | 24dec2016 26dec2016 3 1543–1544 | 31dec2016 02jan2017 3 1547–1548 | 07jan2017 08jan2017 2 1552–1553 | 14jan2017 16jan2017 3 1556–1557 | 21jan2017 22jan2017 2 1561–1562 | 28jan2017 29jan2017 2 1566–1567 | 04feb2017 05feb2017 2 1571–1572 | 11feb2017 12feb2017 2 1576–1577 | 18feb2017 20feb2017 3 1580–1581 | 25feb2017 26feb2017 2 1585–1586 | 04mar2017 05mar2017 2 1590–1591 | 11mar2017 12mar2017 2 1595–1596 | 18mar2017 19mar2017 2 1600–1601 | 25mar2017 26mar2017 2 1605–1606 | 01apr2017 02apr2017 2 1610–1611 | 08apr2017 09apr2017 2 1614–1615 | 14apr2017 16apr2017 3 1619–1620 | 22apr2017 23apr2017 2 1624–1625 | 29apr2017 30apr2017 2 1629–1630 | 06may2017 07may2017 2 1634–1635 | 13may2017 14may2017 2 1639–1640 | 20may2017 21may2017 2 1644–1645 | 27may2017 29may2017 3 1648–1649 | 03jun2017 04jun2017 2 1653–1654 | 10jun2017 11jun2017 2 1658–1659 | 17jun2017 18jun2017 2 1663–1664 | 24jun2017 25jun2017 2 1668–1669 | 01jul2017 02jul2017 2 1669–1670 | 04jul2017 04jul2017 1 1672–1673 | 08jul2017 09jul2017 2 1677–1678 | 15jul2017 16jul2017 2 1682–1683 | 22jul2017 23jul2017 2 1687–1688 | 29jul2017 30jul2017 2 1692–1693 | 05aug2017 06aug2017 2 1697–1698 | 12aug2017 13aug2017 2 1702–1703 | 19aug2017 20aug2017 2 1707–1708 | 26aug2017 27aug2017 2 1712–1713 | 02sep2017 04sep2017 3 1716–1717 | 09sep2017 10sep2017 2 1721–1722 | 16sep2017 17sep2017 2 1726–1727 | 23sep2017 24sep2017 2 1731–1732 | 30sep2017 01oct2017 2 1736–1737 | 07oct2017 08oct2017 2 1741–1742 | 14oct2017 15oct2017 2 1746–1747 | 21oct2017 22oct2017 2 1751–1752 | 28oct2017 29oct2017 2 1756–1757 | 04nov2017 05nov2017 2 1761–1762 | 11nov2017 12nov2017 2 1766–1767 | 18nov2017 19nov2017 2 1769–1770 | 23nov2017 23nov2017 1 1770–1771 | 25nov2017 26nov2017 2 1775–1776 | 02dec2017 03dec2017 2 1780–1781 | 09dec2017 10dec2017 2 1785–1786 | 16dec2017 17dec2017 2 1790–1791 | 23dec2017 25dec2017 3 1794–1795 | 30dec2017 01jan2018 3 1798–1799 | 06jan2018 07jan2018 2 1803–1804 | 13jan2018 15jan2018 3 1807–1808 | 20jan2018 21jan2018 2 1812–1813 | 27jan2018 28jan2018 2 1817–1818 | 03feb2018 04feb2018 2 1822–1823 | 10feb2018 11feb2018 2 1827–1828 | 17feb2018 19feb2018 3 1831–1832 | 24feb2018 25feb2018 2 1836–1837 | 03mar2018 04mar2018 2 1841–1842 | 10mar2018 11mar2018 2 1846–1847 | 17mar2018 18mar2018 2 1851–1852 | 24mar2018 25mar2018 2 1855–1856 | 30mar2018 01apr2018 3 1860–1861 | 07apr2018 08apr2018 2 1865–1866 | 14apr2018 15apr2018 2 1870–1871 | 21apr2018 22apr2018 2 1875–1876 | 28apr2018 29apr2018 2 1880–1881 | 05may2018 06may2018 2 1885–1886 | 12may2018 13may2018 2 1890–1891 | 19may2018 20may2018 2 1895–1896 | 26may2018 28may2018 3 1899–1900 | 02jun2018 03jun2018 2 1904–1905 | 09jun2018 10jun2018 2 1909–1910 | 16jun2018 17jun2018 2 1914–1915 | 23jun2018 24jun2018 2 1919–1920 | 30jun2018 01jul2018 2 1921–1922 | 04jul2018 04jul2018 1 1923–1924 | 07jul2018 08jul2018 2 1928–1929 | 14jul2018 15jul2018 2 1933–1934 | 21jul2018 22jul2018 2 1938–1939 | 28jul2018 29jul2018 2 1943–1944 | 04aug2018 05aug2018 2 1948–1949 | 11aug2018 12aug2018 2 1953–1954 | 18aug2018 19aug2018 2 1958–1959 | 25aug2018 26aug2018 2 1963–1964 | 01sep2018 03sep2018 3 1967–1968 | 08sep2018 09sep2018 2 1972–1973 | 15sep2018 16sep2018 2 1977–1978 | 22sep2018 23sep2018 2 1982–1983 | 29sep2018 30sep2018 2 1987–1988 | 06oct2018 07oct2018 2 1992–1993 | 13oct2018 14oct2018 2 1997–1998 | 20oct2018 21oct2018 2 2002–2003 | 27oct2018 28oct2018 2 2007–2008 | 03nov2018 04nov2018 2 2012–2013 | 10nov2018 11nov2018 2 2017–2018 | 17nov2018 18nov2018 2 2020–2021 | 22nov2018 22nov2018 1 2021–2022 | 24nov2018 25nov2018 2 2026–2027 | 01dec2018 02dec2018 2 2028–2029 | 05dec2018 05dec2018 1 2030–2031 | 08dec2018 09dec2018 2 2035–2036 | 15dec2018 16dec2018 2 2040–2041 | 22dec2018 23dec2018 2 2041–2042 | 25dec2018 25dec2018 1 2044–2045 | 29dec2018 30dec2018 2 2045–2046 | 01jan2019 01jan2019 1 2048–2049 | 05jan2019 06jan2019 2 2053–2054 | 12jan2019 13jan2019 2 2058–2059 | 19jan2019 21jan2019 3 2062–2063 | 26jan2019 27jan2019 2 2067–2068 | 02feb2019 03feb2019 2 2072–2073 | 09feb2019 10feb2019 2 2077–2078 | 16feb2019 18feb2019 3 2081–2082 | 23feb2019 24feb2019 2 2086–2087 | 02mar2019 03mar2019 2 2091–2092 | 09mar2019 10mar2019 2 2096–2097 | 16mar2019 17mar2019 2 2101–2102 | 23mar2019 24mar2019 2 2106–2107 | 30mar2019 31mar2019 2 2111–2112 | 06apr2019 07apr2019 2 2116–2117 | 13apr2019 14apr2019 2 2121–2122 | 20apr2019 21apr2019 2 2126–2127 | 27apr2019 28apr2019 2 2131–2132 | 04may2019 05may2019 2 2136–2137 | 11may2019 12may2019 2 2141–2142 | 18may2019 19may2019 2 2146–2147 | 25may2019 27may2019 3 2150–2151 | 01jun2019 02jun2019 2 2155–2156 | 08jun2019 09jun2019 2 2160–2161 | 15jun2019 16jun2019 2 2165–2166 | 22jun2019 23jun2019 2 2170–2171 | 29jun2019 30jun2019 2 2173–2174 | 04jul2019 04jul2019 1 2174–2175 | 06jul2019 07jul2019 2 2179–2180 | 13jul2019 14jul2019 2 2184–2185 | 20jul2019 21jul2019 2 2189–2190 | 27jul2019 28jul2019 2 2194–2195 | 03aug2019 04aug2019 2 2199–2200 | 10aug2019 11aug2019 2 2204–2205 | 17aug2019 18aug2019 2 2209–2210 | 24aug2019 25aug2019 2 2214–2215 | 31aug2019 02sep2019 3 2218–2219 | 07sep2019 08sep2019 2 2223–2224 | 14sep2019 15sep2019 2 2228–2229 | 21sep2019 22sep2019 2 2233–2234 | 28sep2019 29sep2019 2 2238–2239 | 05oct2019 06oct2019 2 2243–2244 | 12oct2019 13oct2019 2 2248–2249 | 19oct2019 20oct2019 2 2253–2254 | 26oct2019 27oct2019 2 2258–2259 | 02nov2019 03nov2019 2 2263–2264 | 09nov2019 10nov2019 2 2268–2269 | 16nov2019 17nov2019 2 2273–2274 | 23nov2019 24nov2019 2 2276–2277 | 28nov2019 28nov2019 1 2277–2278 | 30nov2019 01dec2019 2 2282–2283 | 07dec2019 08dec2019 2 2287–2288 | 14dec2019 15dec2019 2 2292–2293 | 21dec2019 22dec2019 2 2294–2295 | 25dec2019 25dec2019 1 2296–2297 | 28dec2019 29dec2019 2 2298–2299 | 01jan2020 01jan2020 1 2300–2301 | 04jan2020 05jan2020 2 2305–2306 | 11jan2020 12jan2020 2 2310–2311 | 18jan2020 20jan2020 3 2314–2315 | 25jan2020 26jan2020 2 2319–2320 | 01feb2020 02feb2020 2 2324–2325 | 08feb2020 09feb2020 2 2329–2330 | 15feb2020 17feb2020 3 2333–2334 | 22feb2020 23feb2020 2 2338–2339 | 29feb2020 01mar2020 2 2343–2344 | 07mar2020 08mar2020 2 2348–2349 | 14mar2020 15mar2020 2 2353–2354 | 21mar2020 22mar2020 2 2358–2359 | 28mar2020 29mar2020 2 2363–2364 | 04apr2020 05apr2020 2 2367–2368 | 10apr2020 12apr2020 3 2372–2373 | 18apr2020 19apr2020 2 2377–2378 | 25apr2020 26apr2020 2 2382–2383 | 02may2020 03may2020 2 2387–2388 | 09may2020 10may2020 2 2392–2393 | 16may2020 17may2020 2 2397–2398 | 23may2020 25may2020 3 2401–2402 | 30may2020 31may2020 2 2406–2407 | 06jun2020 07jun2020 2 2411–2412 | 13jun2020 14jun2020 2 2416–2417 | 20jun2020 21jun2020 2 2421–2422 | 27jun2020 28jun2020 2 2425–2426 | 03jul2020 05jul2020 3 2430–2431 | 11jul2020 12jul2020 2 2435–2436 | 18jul2020 19jul2020 2 2440–2441 | 25jul2020 26jul2020 2 2445–2446 | 01aug2020 02aug2020 2 2450–2451 | 08aug2020 09aug2020 2 2455–2456 | 15aug2020 16aug2020 2 2460–2461 | 22aug2020 23aug2020 2 2465–2466 | 29aug2020 30aug2020 2 2470–2471 | 05sep2020 07sep2020 3 2474–2475 | 12sep2020 13sep2020 2 2479–2480 | 19sep2020 20sep2020 2 2484–2485 | 26sep2020 27sep2020 2 2489–2490 | 03oct2020 04oct2020 2 2494–2495 | 10oct2020 11oct2020 2 2499–2500 | 17oct2020 18oct2020 2 2504–2505 | 24oct2020 25oct2020 2 2509–2510 | 31oct2020 01nov2020 2 2514–2515 | 07nov2020 08nov2020 2 -------------------------------------------------- . gen lNAS = L.NASDAQCOM (548 missing values generated) . drop lNAS . * Osa 3, ärikalendri loomine . bcal create nasdac, from(daten) generate(bdate) Business calendar nasdac (format %tbnasdac): Purpose: Range: 15nov2010 13nov2020 18581 22232 in %td units 0 2518 in %tbnasdac units Center: 15nov2010 18581 in %td units 0 in %tbnasdac units Omitted: 1,133 days 113.3 approx. days/year Included: 2,519 days 251.9 approx. days/year Notes: Business calendar file nasdac.stbcal saved. Variable bdate created; it contains business dates in %tbnasdac format. . tsset bdate Time variable: bdate, 15nov2010 to 13nov2020 Delta: 1 day . codebook NASDAQCOM ------------------------------------------------------------------------------------------- NASDAQCOM NASDAQ Composite Index ------------------------------------------------------------------------------------------- Type: Numeric (float) Range: [2335.83,12056.441] Units: .001 Unique values: 2,510 Missing .: 0/2,519 Mean: 5407.38 Std. dev.: 2243.59 Percentiles: 10% 25% 50% 75% 90% 2786.7 3401.86 4945.54 7188.26 8222.8 .* Osa 4, logaritmilise tulumäära leidmine . gen LRET =100*ln(NASDAQCOM / L.NASDAQCOM) (1 missing value generated) . twoway (tsline LRET) . * Osa 6, kirjeldav statistika . summarize LRET, detail LRET ------------------------------------------------------------- Percentiles Smallest 1% -3.780757 -13.14903 5% -1.930884 -9.909875 10% -1.258657 -7.566604 Obs 2,518 25% -.4156512 -7.148908 Sum of wgt. 2,518 50% .1104914 Mean .0615081 Largest Std. dev. 1.230879 75% .671325 6.04405 90% 1.308313 7.070122 Variance 1.515063 95% 1.739223 7.808455 Skewness -.8318281 99% 3.025458 8.934621 Kurtosis 14.77177 -------------------------------------------------------------------------------------------