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. import delimited "E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline GARCH\Harjut
> used\HMC.csv"
(encoding automatically selected: ISO-8859-1)
(7 vars, 2,818 obs)

. drop open high low 

. drop adjclose volume 

. rename close honda

. save "E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline GARCH\Harjutused\honda.d
> ta"
file E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmetmõõtmeline
    GARCH\Harjutused\honda.dta saved

. clear

. import delimited "E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline GARCH\Harjut
> used\NSANY.csv"
(encoding automatically selected: ISO-8859-1)
(7 vars, 2,818 obs)

. drop open high low adjclose volume 

. rename close nissan

. save "E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline GARCH\Harjutused\nissan.
> dta"
file E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline
    GARCH\Harjutused\nissan.dta saved

. clear

. import delimited "E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline GARCH\Harjut
> used\TM.csv"
(encoding automatically selected: ISO-8859-1)
(7 vars, 2,818 obs)

. drop open high low adjclose volume 

. rename close toyota

. merge 1:1 date using "E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline GARCH\Ha
> rjutused\honda.dta"

    Result                      Number of obs
    -----------------------------------------
    Not matched                             0
    Matched                             2,818  (_merge==3)
    -----------------------------------------

. drop _merge 

. merge 1:1 date using "E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline GARCH\Ha
> rjutused\nissan.dta"

    Result                      Number of obs
    -----------------------------------------
    Not matched                             0
    Matched                             2,818  (_merge==3)
    -----------------------------------------

. drop _merge 

. save "E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline GARCH\Harjutused\toyota 
> honda nissan.dta"
file E:\Work\ako\Finantsökonomeetria\Teemad\6 Mitmemõõtmeline GARCH\Harjutused\toyota
    honda nissan.dta saved

. * Andmefailid on ühendatud, edasi ajamuutuja loomine

. gen  ndate = date(date, "YMD")

. tsset ndate, daily

Time variable: ndate, 03jan2012 to 15mar2023, but with gaps
        Delta: 1 day

. * Ärikalendri loomine

. bcal create aktsiad, from(ndate) generate(bdate)

  Business calendar aktsiad (format %tbaktsiad):

    Purpose: 

      Range: 03jan2012  15mar2023
                 18995      23084   in %td units
                     0       2817   in %tbaktsiad units

     Center: 03jan2012
                 18995              in %td units
                     0              in %tbaktsiad units

    Omitted:     1,272              days
                   113.6            approx. days/year

   Included:     2,818              days
                   251.7            approx. days/year

  Notes:

    Business calendar file aktsiad.stbcal saved.

    Variable bdate created; it contains business dates in %tbaktsiad format.

. tsset bdate

Time variable: bdate, 03jan2012 to 15mar2023
        Delta: 1 day

. drop date

. drop ndate

. order bdate, first

. gen rt = 100*ln( toyota/L.toyota)
(1 missing value generated)

. gen rh = 100* ln( honda /L.honda )
(1 missing value generated)

. gen rn = 100* ln( nissan /L.nissan )
(1 missing value generated)

. label variable rt "Toyota päevane tulumäär %"

. label variable rh "Honda päevane tulumäär %"

. label variable rn "Nissani päevane tulumäär %"

. drop toyota

. drop honda

. drop nissan

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