Hi,
I had asked a similar question earlier on. My solution would be
Generate a variable using _n so the missing dates don't matter.
gen a=_n
And then
gen Trading_ID = floor(a/3)
regards
rajesh
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
[email protected]
Sent: 03 March 2006 03:01
To: [email protected]
Subject: st: date data manipulation
Hi all -
This may seem like a silly question, but I have data that look like this
Date Stock Price Event_dummy
12apr2002 43 0
13apr2002 44 0
16apr2002 45 0
17apr2002 49 0
18apr2002 46 0
18apr2002 48 0
..
20sep2003 65 1
21sep2003 67 1
24sep2003 70 1
..
09feb2004 60 0
10feb2004 61 0
11feb2004 59 0
what I want is to split up the data into 3-day chunks (making sure that one
of
those 3 day chunks is the event period), so I can collapse them by mean
stock
price. As you can see, I'm just using trading days, which means there are
gaps
in the dates for weekends/holidays/etc. I don't care about days at the
beginning or end of the data (in case they aren't perfectly divisible by 3).
Here's what I want:
Date Stock Price Event_dummy Trading_ID
12apr2002 43 0 1
13apr2002 44 0 1
16apr2002 45 0 1
17apr2002 49 0 2
18apr2002 46 0 2
18apr2002 48 0 2
..
20sep2003 65 1 45
21sep2003 67 1 45
24sep2003 70 1 45
..
09feb2004 60 0 60
10feb2004 61 0 60
11feb2004 59 0 60
Is there a quick way to do this?
Thanks,
Ben
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