<>
*************
clear*
input str15 date time price
"26/01/2009" 83000 100.03
"26/01/2009" 91500 100.14
"26/01/2004" 150300 100.1
"28/01/2009" 101500 100.09
"28/01/2009" 112300 100.11
"28/01/2009" 130000 100.09
end
compress
gen double mydate=date(date, "DMY")
format mydate %tdMonth_DD,_CCYY
bys mydate (time): gen diff=price[_n]-price[_n-1]
li, noobs sepby(date)
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Beatrice Crozza
Gesendet: Donnerstag, 21. Januar 2010 19:29
An: [email protected]
Betreff: st: tsset problem
Dear All,
I have have repeated values for my data as in this example:
date time price
26/01/2009 83000 100.03
26/01/2009 91500 100.14
26/01/2004 150300 100.1
28/01/2009 101500 100.09
28/01/2009 112300 100.11
28/01/2009 130000 100.09
What I would like to do is to calculate the difference between two
prices for each day. This means that for each day I will have a
missing value because I don't want to consider the difference of
prices between two days.
I constructed a time variable such as:
generate ttime=_n
but in this way I have also the difference of prices between two days.
I need to solve this problem in order to do further analysis. Could you help
me?
Many thanks,
Bea
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