Dear all,
I still have some questions about my dataset. Now I have Stata 10.
These are my variables:
timedate double %tc..
bondcode str12 %12s
qty float %9.0g
verb str4 %9s
controlvar str1 %9s
seqno int %8.0g
+---------------------------------------------------------------------+
| timedate bondcode verb qty contro~r seqno |
|---------------------------------------------------------------------|
337. | 23/02/2007 09:39:47 003 Buy .15 R 1
505. | 09/03/2007 08:50:43 004 Buy .35 R 1
631. | 23/03/2007 09:22:28 004 Buy .25 R 1
913. | 19/04/2007 09:03:04 003 Sell .25 R 1
1104. | 05/05/2007 09:10:45 003 Sell .25 R 1
|---------------------------------------------------------------------|
1225. | 14/05/2007 08:56:14 003 Buy .5 R 1
1264. | 21/05/2007 08:54:50 003 Sell .25 R 1
1380. | 10/06/2007 09:08:41 003 Buy 7.5 R 1
1411. | 17/06/2007 08:49:10 003 Sell .708 R 1
1566. | 22/07/2007 08:59:32 003 Buy 1 R 1
|---------------------------------------------------------------------|
19948. | 16/02/2007 09:40:50 003 Buy 5 T 1
19977. | 23/02/2007 09:39:47 003 Buy .15 T 1
20234. | 19/04/2007 09:03:04 003 Sell .25 T 1
|---------------------------------------------------------------------|
20451. | 10/06/2007 09:08:41 003 Buy 7.5 T 1
20896. | 10/09/2007 09:11:28 003 Sell 50 T 1
21470. | 30/11/2007 08:41:41 003 Buy 1 T 1
21656. | 07/01/2008 08:56:27 007 Sell 10 T 1
23804. | 04/07/2008 08:35:30 007 Buy 1 T 1
|---------------------------------------------------------------------|
I would like to drop those observations for which the seqno is the
same, but there is no correspondence for different controlvar.
For example, while I have two observations for 23/02/2007, for
different controlvar, I have only the observation for controlvar T for
16/02/2007, so I would like to drop this observation.
1) Is there a way to instruct Stata to drop all those observations for
which seqno, bondcode, timedate and verb do not have a corresponding
value both for controlvar R and T?
2) I would like to treat my data as time-series, however the command
does not work, I think because I should do some data transformation
before. Any suggestion?
Thank you very much for your time.
Best,
Katia
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