http://wrds.wharton.upenn.edu/ds/cboe/cboe.shtml
in Stata format. The problem is that I don't know how to create an
index for the data. I have a variable "caldt" (calendar date) which is
a string in format "mmddyyyy" where the letters m,d,y stand for
numbers.
I would like to either transform this data into %d numerical data
format and use that as an index or create an index in another way. (I
will later use that index to merge this dataset with other data sets
with a similar format).
But I can't manage to do it. Stata's data transformation functions
don't seem to work on this format, and I'm not sure how to use Stata's
string functions to extract the month, date and year from that format
-- although I'm sure there must be a simple way of doing it.
Thank you in advance for any help for this rookie.
Alex
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