//  Thesis Dofile


*--------------------------------------------------------------------
clear

set more off 

//  Set directories and  global macros
global INDIR   "C:\Users\iansh\Desktop\Thesis_documents"
global TEMPDIR "C:\Users\iansh\Desktop\Thesis_documents\outdrive"
global OUTDIR  "C:\Users\iansh\Desktop\Thesis_documents\outdrive"
global USER "Ian Connors"
local date `c(current_date)'
local time `c(current_time)'

cap log using "$TEMPDIR", text replace

*--------------------------------------------------------------------

display "Analysis run by $USER from $INDIR at `date' and `time'" 

use $INDIR/FINAL_THESIS_DATA.dta, clear



*-------------------------------------------------------------------------------
*1)
tsset Date
*2)
sort Date
*3) generate the logarithmic return of all securities as is required by the estudy command.


rename MEXBOL BMV



***Generate daily log returns


gen LOGR_BMV=ln(BMV/l.BMV)
replace LOGR_BMV =ln(BMV[(_n)]/BMV[(_n-1)]) if LOGR_BMV==.
rename LOGR_BMV _BMV

gen LOGR_AC =ln(AC/l.AC)
replace LOGR_AC =ln(AC[(_n)]/AC[(_n-1)]) if LOGR_AC==.
rename LOGR_AC _AC

gen LOGR_AEROMEX=ln(AEROMEX/l.AEROMEX)
replace LOGR_AEROMEX =ln(AEROMEX[(_n)]/AEROMEX[(_n-1)]) if LOGR_AEROMEX==.
rename LOGR_AEROMEX _AEROMEX

gen LOGR_AGUA =ln(AGUA/l.AGUA)
replace LOGR_AGUA =ln(AGUA[(_n)]/AGUA[(_n-1)]) if LOGR_AGUA==.
rename LOGR_AGUA _AGUA

gen LOGR_ALFAA=ln(ALFAA/l.ALFAA)
replace LOGR_ALFAA =ln(ALFAA[(_n)]/ALFAA[(_n-1)]) if LOGR_ALFAA==.
rename LOGR_ALFAA _ALFAA

gen LOGR_ALPEKA =ln(ALPEKA/l.ALPEKA)
replace LOGR_ALPEKA =ln(ALPEKA[(_n)]/ALPEKA[(_n-1)]) if LOGR_ALPEKA==.
rename LOGR_ALPEKA _ALPEKA

gen LOGR_ALSEA =ln(ALSEA/l.ALSEA)
replace LOGR_ALSEA =ln(ALSEA[(_n)]/ALSEA[(_n-1)]) if LOGR_ALSEA==.
rename LOGR_ALSEA _ALSEA

gen LOGR_AMXL=ln(AMXL/l.AMXL)
replace LOGR_AMXL =ln(AMXL[(_n)]/AMXL[(_n-1)]) if LOGR_AMXL==.
rename LOGR_AMXL _AMXL

gen LOGR_ARA=ln(ARA/l.ARA)
replace LOGR_ARA =ln(ARA[(_n)]/ARA[(_n-1)]) if LOGR_ARA==.
rename LOGR_ARA _ARA

gen LOGR_ASURB=ln(ASURB/l.ASURB)
replace LOGR_ASURB =ln(ASURB[(_n)]/ASURB[(_n-1)]) if LOGR_ASURB==.
rename LOGR_ASURB _ASURB

gen LOGR_AUTLANB=ln(AUTLANB/l.AUTLANB)
replace LOGR_AUTLANB =ln(AUTLANB[(_n)]/AUTLANB[(_n-1)]) if LOGR_AUTLANB==.
rename LOGR_AUTLANB _AUTLANB

gen LOGR_BACHOCOB=ln(BACHOCOB/l.BACHOCOB)
replace LOGR_BACHOCOB =ln(BACHOCOB[(_n)]/BACHOCOB[(_n-1)]) if LOGR_BACHOCOB==.
rename LOGR_BACHOCOB _BACHOCOB

gen LOGR_BIMBOA=ln(BIMBOA/l.BIMBOA)
replace LOGR_BIMBOA =ln(BIMBOA[(_n)]/BIMBOA[(_n-1)]) if LOGR_BIMBOA==.
rename LOGR_BIMBOA _BIMBOA

gen LOGR_BOLSAA=ln(BOLSAA/l.BOLSAA)
replace LOGR_BOLSAA =ln(BOLSAA[(_n)]/BOLSAA[(_n-1)]) if LOGR_BOLSAA==.
rename LOGR_BOLSAA _BOLSAA

gen LOGR_BSMXB=ln(BSMXB/l.BSMXB)
replace LOGR_BSMXB =ln(BSMXB[(_n)]/BSMXB[(_n-1)]) if LOGR_BSMXB==.
rename LOGR_BSMXB _BSMXB 

gen LOGR_CHDRAUIB=ln(CHDRAUIB/l.CHDRAUIB)
replace LOGR_CHDRAUIB =ln(CHDRAUIB[(_n)]/CHDRAUIB[(_n-1)]) if LOGR_CHDRAUIB==.
rename LOGR_CHDRAUIB _CHDRAUIB

gen LOGR_CREAL=ln(CREAL/l.CREAL)
replace LOGR_CREAL =ln(CREAL[(_n)]/CREAL[(_n-1)]) if LOGR_CREAL==.
rename LOGR_CREAL _CREAL

gen LOGR_ELEKTRA=ln(ELEKTRA/l.ELEKTRA)
replace LOGR_ELEKTRA =ln(ELEKTRA[(_n)]/ELEKTRA[(_n-1)]) if LOGR_ELEKTRA==.
rename LOGR_ELEKTRA _ELEKTRA

gen LOGR_ELEMENT=ln(ELEMENT/l.ELEMENT)
replace LOGR_ELEMENT =ln(ELEMENT[(_n)]/ELEMENT[(_n-1)]) if LOGR_ELEMENT==.
rename LOGR_ELEMENT _ELEMENT

gen LOGR_GAPB=ln(GAPB/l.GAPB)
replace LOGR_GAPB =ln(GAPB[(_n)]/GAPB[(_n-1)]) if LOGR_GAPB==.
rename LOGR_GAPB _GAPB

gen LOGR_GCARSOA1=ln(GCARSOA1/l.GCARSOA1)
replace GCARSOA1 =ln(GCARSOA1[(_n)]/GCARSOA1[(_n-1)]) if LOGR_GCARSOA1==.
rename LOGR_GCARSOA1 _GCARSOA1

gen LOGR_GENTERA=ln(GENTERA/l.GENTERA)
replace LOGR_GENTERA =ln(GENTERA[(_n)]/GENTERA[(_n-1)]) if LOGR_GENTERA==.
rename LOGR_GENTERA _GENTERA

gen LOGR_GFINBURO=ln(GFINBURO/l.GFINBURO)
replace LOGR_GFINBURO =ln(GFINBURO[(_n)]/GFINBURO[(_n-1)]) if LOGR_GFINBURO==.
rename LOGR_GFINBURO _GFINBURO

gen LOGR_GFNORTEO=ln(GFNORTEO/l.GFNORTEO)
replace LOGR_GFNORTEO =ln(GFNORTEO[(_n)]/GFNORTEO[(_n-1)]) if LOGR_GFNORTEO==.
rename LOGR_GFNORTEO _GFNORTEO

gen LOGR_GICSAB=ln(GICSAB/l.GICSAB)
replace LOGR_GICSAB =ln(GICSAB[(_n)]/GICSAB[(_n-1)]) if LOGR_GICSAB==.
rename LOGR_GICSAB _GICSAB

gen LOGR_GISSAA=ln(GISSAA/l.GISSAA)
replace LOGR_GISSAA =ln(GISSAA[(_n)]/GISSAA[(_n-1)]) if LOGR_GISSAA==.
rename LOGR_GISSAA _GISSAA

gen LOGR_GMEXICOB=ln(GMEXICOB/l.GMEXICOB)
replace LOGR_GMEXICOB =ln(GMEXICOB[(_n)]/GMEXICOB[(_n-1)]) if LOGR_GMEXICOB==.
rename LOGR_GMEXICOB _GMEXICOB

gen LOGR_GRUMAB=ln(GRUMAB/l.GRUMAB)
replace LOGR_GRUMAB =ln(GRUMAB[(_n)]/GRUMAB[(_n-1)]) if LOGR_GRUMAB==.
rename LOGR_GRUMAB _GRUMAB

gen LOGR_HCITY=ln(HCITY/l.HCITY)
replace LOGR_HCITY =ln(HCITY[(_n)]/HCITY[(_n-1)]) if LOGR_HCITY==.
rename LOGR_HCITY _HCITY

gen LOGR_HERDEZ=ln(HERDEZ/l.HERDEZ)
replace LOGR_HERDEZ =ln(HERDEZ[(_n)]/HERDEZ[(_n-1)]) if LOGR_HERDEZ==.
rename LOGR_HERDEZ _HERDEZ

gen LOGR_HOMEX=ln(HOMEX/l.HOMEX)
replace LOGR_HOMEX =ln(HOMEX[(_n)]/HOMEX[(_n-1)]) if LOGR_HOMEX==.
rename LOGR_HOMEX _HOMEX

gen LOGR_HOTEL=ln(HOTEL/l.HOTEL)
replace LOGR_HOTEL =ln(HOTEL[(_n)]/HOTEL[(_n-1)]) if LOGR_HOTEL==.
rename LOGR_HOTEL _HOTEL

gen LOGR_ICHB=ln(ICHB/l.ICHB)
replace LOGR_ICHB =ln(ICHB[(_n)]/ICHB[(_n-1)]) if LOGR_ICHB==.
rename LOGR_ICHB _ICHB

gen LOGR_IENOVA=ln(IENOVA/l.IENOVA)
replace LOGR_IENOVA =ln(IENOVA[(_n)]/IENOVA[(_n-1)]) if LOGR_IENOVA==.
rename LOGR_IENOVA _IENOVA

gen LOGR_KIMBERA=ln(KIMBERA/l.KIMBERA)
replace LOGR_KIMBERA =ln(KIMBERA[(_n)]/KIMBERA[(_n-1)]) if LOGR_KIMBERA==.
rename LOGR_KIMBERA _KIMBERA

gen LOGR_KOFL=ln(KOFL/l.KOFL)
replace LOGR_KOFL =ln(KOFL[(_n)]/KOFL[(_n-1)]) if LOGR_KOFL==.
rename LOGR_KOFL _KOFL

gen LOGR_LABB=ln(LABB/l.LABB)
replace LOGR_LABB =ln(LABB[(_n)]/LABB[(_n-1)]) if LOGR_LABB==.
rename LOGR_LABB _LABB

gen LOGR_LACOMUBC=ln(LACOMUBC/l.LACOMUBC)
replace LOGR_LACOMUBC =ln(LACOMUBC[(_n)]/LACOMUBC[(_n-1)]) if LOGR_LACOMUBC==.
rename LOGR_LACOMUBC _LACOMUBC

gen LOGR_LALAB=ln(LALAB/l.LALAB)
replace LOGR_LALAB =ln(LALAB[(_n)]/LALAB[(_n-1)]) if LOGR_LALAB==.
rename LOGR_LALAB _LALAB

gen LOGR_LIVEPOLC=ln(LIVEPOLC/l.LIVEPOLC)
replace LOGR_LIVEPOLC =ln(LIVEPOLC[(_n)]/LIVEPOLC[(_n-1)]) if LOGR_LIVEPOLC==.
rename LOGR_LIVEPOLC _LIVEPOLC

gen LOGR_MEXCHEM=ln(MEXCHEM/l.MEXCHEM)
replace LOGR_MEXCHEM =ln(MEXCHEM[(_n)]/MEXCHEM[(_n-1)]) if LOGR_MEXCHEM==.
rename LOGR_MEXCHEM _MEXCHEM

gen LOGR_MFRISCOA=ln(MFRISCOA/l.MFRISCOA)
replace LOGR_MFRISCOA =ln(MFRISCOA[(_n)]/MFRISCOA[(_n-1)]) if LOGR_MFRISCOA==.
rename LOGR_MFRISCOA _MFRISCOA

gen LOGR_NEMAKA=ln(NEMAKA/l.NEMAKA)
replace LOGR_NEMAKA =ln(NEMAKA[(_n)]/NEMAKA[(_n-1)]) if LOGR_NEMAKA==.
rename LOGR_NEMAKA _NEMAKA

gen LOGR_OMAB=ln(OMAB/l.OMAB)
replace LOGR_OMAB =ln(OMAB[(_n)]/OMAB[(_n-1)]) if LOGR_OMAB==.
rename LOGR_OMAB _OMAB

gen LOGR_PAPPEL=ln(PAPPEL/l.PAPPEL)
replace LOGR_PAPPEL =ln(PAPPEL[(_n)]/PAPPEL[(_n-1)]) if LOGR_PAPPEL==.
rename LOGR_PAPPEL _PAPPEL

gen LOGR_PEOLES=ln(PEOLES/l.PEOLES)
replace LOGR_PEOLES =ln(PEOLES[(_n)]/PEOLES[(_n-1)]) if LOGR_PEOLES==.
rename LOGR_PEOLES _PEOLES

gen LOGR_PINFRA=ln(PINFRA/l.PINFRA)
replace LOGR_PINFRA =ln(PINFRA[(_n)]/PINFRA[(_n-1)]) if LOGR_PINFRA==.
rename LOGR_PINFRA _PINFRA

gen LOGR_Q=ln(Q/l.Q)
replace LOGR_Q =ln(Q[(_n)]/Q[(_n-1)]) if LOGR_Q==.
rename LOGR_Q _Q

gen LOGR_RA=ln(RA/l.RA)
replace LOGR_RA =ln(RA[(_n)]/RA[(_n-1)]) if LOGR_RA==.
rename LOGR_RA _RA

gen LOGR_RASSICPO=ln(RASSICPO/l.RASSICPO)
replace LOGR_RASSICPO =ln(RASSICPO[(_n)]/RASSICPO[(_n-1)]) if LOGR_RASSICPO==.
rename LOGR_RASSICPO _RASSICPO

gen LOGR_RASSINIA=ln(RASSINIA/l.RASSINIA)
replace LOGR_RASSINIA =ln(RASSINIA[(_n)]/RASSINIA[(_n-1)]) if LOGR_RASSINIA==.
rename LOGR_RASSINIA _RASSINIA

gen LOGR_SAREB=ln(SAREB/l.SAREB)
replace LOGR_SAREB =ln(SAREB[(_n)]/SAREB[(_n-1)]) if LOGR_SAREB==.
rename LOGR_SAREB _SAREB

gen LOGR_SIMECB =ln(SIMECB/l.SIMECB)
replace LOGR_SIMECB =ln(SIMECB[(_n)]/SIMECB[(_n-1)]) if LOGR_SIMECB==.
rename LOGR_SIMECB _SIMECB

gen LOGR_SITESB1=ln(SITESB1/l.SITESB1)
replace LOGR_SITESB1 =ln(SITESB1[(_n)]/SITESB1[(_n-1)]) if LOGR_SITESB1==.
rename LOGR_SITESB1 _SITESB1

gen LOGR_SORIANAB=ln(SORIANAB/l.SORIANAB)
replace LOGR_SORIANAB =ln(SORIANAB[(_n)]/SORIANAB[(_n-1)]) if LOGR_SORIANAB==.
rename LOGR_SORIANAB _SORIANAB

gen LOGR_URBI=ln(URBI/l.URBI)
replace LOGR_URBI =ln(URBI[(_n)]/URBI[(_n-1)]) if LOGR_URBI==.
rename LOGR_URBI _URBI

gen LOGR_UNIFINA=ln(UNIFINA/l.UNIFINA)
replace LOGR_UNIFINA =ln(UNIFINA[(_n)]/UNIFINA[(_n-1)]) if LOGR_UNIFINA==.
rename LOGR_UNIFINA _UNIFINA

gen LOGR_VESTA=ln(VESTA/l.VESTA)
replace LOGR_VESTA =ln(VESTA[(_n)]/VESTA[(_n-1)]) if LOGR_VESTA==.
rename LOGR_VESTA _VESTA

gen LOGR_VOLARA=ln(VOLARA/l.VOLARA)
replace LOGR_VOLARA =ln(VOLARA[(_n)]/VOLARA[(_n-1)]) if LOGR_VOLARA==.
rename LOGR_VOLARA _VOLARA

gen LOGR_WALMEX=ln(WALMEX/l.WALMEX)
replace LOGR_WALMEX =ln(WALMEX[(_n)]/WALMEX[(_n-1)]) if LOGR_WALMEX==.
rename LOGR_WALMEX _WALMEX

*Testing for normality of variable distributions
swilk _BMV _AEROMEX _AC _AGUA _ALFAA _ALPEKA _ALSEA _AMXL _ARA _ASURB _AUTLANB _BACHOCOB _BIMBOA _BOLSAA _BSMXB _CHDRAUIB _CREAL _ELEKTRA _ELEMENT _GAPB _GCARSOA1 _GENTERA _GFINBURO _GFNORTEO _GICSAB _GISSAA _GMEXICOB _GRUMAB _HCITY _HERDEZ _HOMEX _HOTEL _IENOVA _KIMBERA _KOFL _LABB _LACOMUBC _LALAB _LIVEPOLC _MEXCHEM _MFRISCOA _NEMAKA _OMAB _PAPPEL _PEOLES _PINFRA _Q _RA _RASSICPO _RASSINIA _SAREB _SITESB1 _SORIANAB _UNIFINA _VESTA _VOLARA
*swilk (shapiro-wilk test) used because of the number of variables as opposed to shapiro-francia which is for larger numbers of variables. ****HOWEVER, BOXCOX OPTION MIGHT BE USED FOR S-FRANCIA*** LOOK INTO THIS


*Test indicates that we should reject the null hypothesis of normality for the grand majority of variables. Either use Patell or BMP


*Experiment to test difference between statistical tests
estudy _AEROMEX _AC _AGUA _ALFAA _ALPEKA _ALSEA _AMXL _ARA _ASURB _AUTLANB _BACHOCOB _BIMBOA _BOLSAA _BSMXB _CHDRAUIB _CREAL _ELEKTRA _ELEMENT _GAPB _GCARSOA1 _GENTERA _GFINBURO _GFNORTEO _GICSAB _GISSAA _GMEXICOB _GRUMAB _HCITY _HERDEZ _HOMEX _HOTEL _IENOVA _KIMBERA _KOFL _LABB _LACOMUBC _LALAB _LIVEPOLC _MEXCHEM _MFRISCOA _NEMAKA _OMAB _PAPPEL _PEOLES _PINFRA _Q _RA _RASSICPO _RASSINIA _SAREB _SITESB1 _SORIANAB _UNIFINA _VESTA _VOLARA, datevar(Date)evdate(7/1/2018) dateformat(MDY)lb1(-3) ub1(3) modtype(SIM) indexlist(_BMV) diagn(KP) showp

***same but Patell
estudy _AEROMEX _AC _AGUA _ALFAA _ALPEKA _ALSEA _AMXL _ARA _ASURB _AUTLANB _BACHOCOB _BIMBOA _BOLSAA _BSMXB _CHDRAUIB _CREAL _ELEKTRA _ELEMENT _GAPB _GCARSOA1 _GENTERA _GFINBURO _GFNORTEO _GICSAB _GISSAA _GMEXICOB _GRUMAB _HCITY _HERDEZ _HOMEX _HOTEL _IENOVA _KIMBERA _KOFL _LABB _LACOMUBC _LALAB _LIVEPOLC _MEXCHEM _MFRISCOA _NEMAKA _OMAB _PAPPEL _PEOLES _PINFRA _Q _RA _RASSICPO _RASSINIA _SAREB _SITESB1 _SORIANAB _UNIFINA _VESTA _VOLARA, datevar(Date)evdate(7/1/2018) dateformat(MDY)lb1(-3) ub1(3) modtype(SIM) indexlist(_BMV) diagn(ADJPatell)

***results identiacal to the KP method



********Final results 4/12/19--Cassar deliverable*********


****Feb 11, 2018--Political Party Primaries completed


********All firms
tsset Date

sort Date

estudy _AC _AEROMEX _AGUA _ALFAA _ALPEKA _ALSEA _AMXL _ARA _ASURB _AUTLANB _BACHOCOB _BIMBOA _BOLSAA _BSMXB _CHDRAUIB _CREAL _ELEKTRA _ELEMENT _GAPB _GCARSOA1  _GENTERA  _GFINBURO _GFNORTEO _GICSAB _GISSAA _GMEXICOB _GRUMAB _HCITY _HERDEZ _HOMEX _HOTEL _IENOVA _KIMBERA _KOFL _LABB _LACOMUBC _LALAB _LIVEPOLC _MEXCHEM _MFRISCOA _NEMAKA _OMAB _PAPPEL _PEOLES _PINFRA _Q _RA _RASSICPO _RASSINIA _SAREB _SITESB1 _SORIANAB _UNIFINA _VESTA _VOLARA _URBI _ICHB, datevar(Date) evdate(02112018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1)modtype(SIM) indexlist(_BMV) diagn(KP) 

***** Same study by Sector*****

*Hypothesis 1: Industrials, Materials and Financial Services
estudy _ASURB _PINFRA _URBI _GAPB _HOMEX _VOLARA _ALFAA _OMAB _AEROMEX _VESTA _GCARSOA1 _ARA _AGUA (_ICHB _ELEMENT _ALPEKA _MFRISCOA _PAPPEL _AUTLANB _PEOLES _GISSAA _MEXCHEM _GMEXICOB _SIMECB) (_GENTERA _UNIFINA _Q _GICSAB _BSMXB _GFNORTEO _BOLSAA _GFINBURO _CREAL _RA), datevar(Date) evdate(02112018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP)

*Hypothesis 2: Consumer Discretionary and Services
estudy _RASSINIA _LIVEPOLC _NEMAKA _HCITY _ALSEA _HOTEL _ELEKTRA _SAREB _RASSICP, datevar(Date) evdate(02112018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP) 

*Hypothesis 3: Energy, Consumer Staples, Healthcare, Telecommunications, Information Technology
estudy _IENOVA (_BACHOCOB _HERDEZ _LALAB _GRUMAB _KIMBERA _WALMEX _KOFL _CHDRAUIB _SORIANAB _BIMBOA _LACOMUBC _AC) (_LABB)(_AMXL) (_SITESB1), datevar(Date) evdate(02112018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP)



****March 30 (First Market Day April 2), official campaign season begins*** 
tsset Date

sort Date

estudy _AC _AEROMEX _AGUA _ALFAA _ALPEKA _ALSEA _AMXL _ARA _ASURB _AUTLANB _BACHOCOB _BIMBOA _BOLSAA _BSMXB _CHDRAUIB _CREAL _ELEKTRA _ELEMENT _GAPB _GCARSOA1 _GENTERA _GFINBURO _GFNORTEO _GICSAB _GISSAA _GMEXICOB _GRUMAB _HCITY _HERDEZ _HOMEX _HOTEL _IENOVA _KIMBERA _KOFL _LABB _LACOMUBC _LALAB _LIVEPOLC _MEXCHEM _MFRISCOA _NEMAKA _OMAB _PAPPEL _PEOLES _PINFRA _Q _RA _RASSICPO _RASSINIA _SAREB _SITESB1 _SORIANAB _UNIFINA _VESTA _VOLARA _URBI _ICHB, datevar(Date) evdate(04022018) dateformat(MDY)lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP) 

***** Same study by Sector ******

*Hypothesis 1: Industrials, Materials and Financial Services
estudy _ASURB _PINFRA _URBI _GAPB _HOMEX _VOLARA _ALFAA _OMAB _AEROMEX _VESTA _GCARSOA1 _ARA _AGUA (_ICHB _ELEMENT _ALPEKA _MFRISCOA _PAPPEL _AUTLANB _PEOLES _GISSAA _MEXCHEM _GMEXICOB _SIMECB) (_GENTERA _UNIFINA _Q _GICSAB _BSMXB _GFNORTEO _BOLSAA _GFINBURO _CREAL _RA), datevar(Date) evdate(04022018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP)

*Hypothesis 2: Consumer Discretionary and Services
estudy _RASSINIA _LIVEPOLC _NEMAKA _HCITY _ALSEA _HOTEL _ELEKTRA _SAREB _RASSICP, datevar(Date) evdate(04022018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP) 

*Hypothesis 3: Energy, Consumer Staples, Healthcare, Telecommunications, Information Technology
estudy _IENOVA (_BACHOCOB _HERDEZ _LALAB _GRUMAB _KIMBERA _WALMEX _KOFL _CHDRAUIB _SORIANAB _BIMBOA _LACOMUBC _AC) (_LABB)(_AMXL) (_SITESB1), datevar(Date) evdate(04022018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP)



******Election day July 1****
tsset Date

sort Date

estudy _AC _AEROMEX _AGUA _ALFAA _ALPEKA _ALSEA _AMXL _ARA _ASURB _AUTLANB _BACHOCOB _BIMBOA _BOLSAA _BSMXB _CHDRAUIB _CREAL _ELEKTRA _ELEMENT _GAPB _GCARSOA1 _GENTERA _GFINBURO _GFNORTEO _GICSAB _GISSAA _GMEXICOB _GRUMAB _HCITY _HERDEZ _HOMEX _HOTEL _ICHB _IENOVA _KIMBERA _KOFL _LABB _LACOMUBC _LALAB _LIVEPOLC _MEXCHEM _MFRISCOA _NEMAKA _OMAB _PAPPEL _PEOLES _PINFRA _Q _RA _RASSICPO _RASSINIA _SAREB _SIMECB _SITESB1 _SORIANAB _URBI _UNIFINA _VESTA _VOLARA _WALMEX, datevar(Date) evdate(07012018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP) 

***** Same study by Sector ******

*Hypothesis 1: Industrials, Materials and Financial Services
estudy _ASURB _PINFRA _URBI _GAPB _HOMEX _VOLARA _ALFAA _OMAB _AEROMEX _VESTA _GCARSOA1 _ARA _AGUA (_ICHB _ELEMENT _ALPEKA _MFRISCOA _PAPPEL _AUTLANB _PEOLES _GISSAA _MEXCHEM _GMEXICOB _SIMECB) (_GENTERA _UNIFINA _Q _GICSAB _BSMXB _GFNORTEO _BOLSAA _GFINBURO _CREAL _RA), datevar(Date) evdate(07012018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP)

*Hypothesis 2: Consumer Discretionary and Services
estudy _RASSINIA _LIVEPOLC _NEMAKA _HCITY _ALSEA _HOTEL _ELEKTRA _SAREB _RASSICP, datevar(Date) evdate(07012018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP) 

*Hypothesis 3: Energy, Consumer Staples, Healthcare, Telecommunications, Information Technology
estudy _IENOVA (_BACHOCOB _HERDEZ _LALAB _GRUMAB _KIMBERA _WALMEX _KOFL _CHDRAUIB _SORIANAB _BIMBOA _LACOMUBC _AC) (_LABB)(_AMXL) (_SITESB1), datevar(Date) evdate(07012018) dateformat(MDY) lb1(0) ub1(1) lb2(0) ub2(3) lb3(0) ub3(10) lb4(-3) ub4(3) lb5(-5) ub5(1) lb6(-10) ub6(1) modtype(SIM) indexlist(_BMV) diagn(KP)