time-series regression

#1
Hello everyone,

I'm new to the topic Stata, and have a rather simple question, unfortunately I could not quite find the right answer in previous posts.

I have to run a time-series regression for my dataset to evaluate fund performance to compare Jensens Alphas of my portfolios (with 1 factor - CAPM, or 3 factors - Fama French).
My dataset consists of several portfolios, I have monthly returns for each portfolio, and the returns of the factors.
What is the code for Stata when I want to regress the dependent variable Portfolio1 to the independent variable MktRF in a time-series?
Do I just include the date as an independent variable?
Or is it a little more complicated?
Is reghdfe an option?

Thank you very much for your help!
Best,
Sandra
 
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