成本粘性 stata do文档

成本粘性

clear

cd C:\Users\Desktop\成本粘性

insheet using "FS_Comins.csv",clear

destring accper,replace

g year=substr(accper,1,4)

g month=substr(accper,6,2)

drop if typrep=="B"

drop typrep accper

ren stkcd code

rename b001101000 oprev

rename b001201000 cost

replace b001209000=0 if b001209000==.

replace b001210000=0 if b001210000==.

replace b001211000=0 if b001211000==.

gen opcost=cost+b001209000+b001210000+b001211000 keep code year code month oprev opcost

drop if month=="01"

g ym=year+month

order code year ym

sort code year ym

destring year month ym,replace

bys code year:gen rank=_n

bys code year:gen dsales=oprev-oprev[_n-1]

replace dsales=oprev if dsales==.

bys code year:gen dcost=opcost-opcost[_n-1]

replace dcost=opcost if dcost==.

bys code year:gen dcost1=dcost-dcost[_n-1]

bys code year:gen dsale1=dsale-dsale[_n-1]

bys code year:gen increase=1 if dsale1>0 & dsale1 !=.

bys code year:replace increase=0 if dsale1<0

gen increasedsales=dsale1 if increase==1

gen decreasedsales=dsale1 if increase==0

gsort code year -month

bys code year: gen rankm= _n

bys code year:egen rankm1=rank(rankm) if increasedsales!=. replace increasedsales=. if rankm1 !=1

bys code year:egen rankm2=rank(rankm) if decreasedsales!=. replace decreasedsales=. if rankm2 !=1

drop rankm1 rankm2

gen log1=ln(dcost1/increasedsales) gen log2=ln(dcost1/decreasedsales) bys code year:egen log4=max(log2) bys code year:egen log3=max(log1) bys code year:gen sticky=log4-log3 keep code year sticky

duplicates drop

keep if sticky<0

drop if year<=2013

sort code year

drop log1 log2 log3 log4