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Re: st: Collapse - How does it collapse
From
Dawood Ashraf <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Collapse - How does it collapse
Date
Sat, 25 Jun 2011 21:33:21 -0700 (PDT)
Thanks Nick.
It worked out very well. Just as a reference if someone else may need this in future. I am appending below how I did this.
. generate newdate= mofd(valdate)
. format newdate %tm
. describe newdate
storage display value
variable name type format label variable label
---------------------------------------------------------------------------------------------------------------------------------------------
newdate float %tm
. su price
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
price | 116251 130.5486 818.1193 .0712 184587
. collapse (mean) nav price sharia, by (newdate id)
. su price
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
price | 12322 116.7652 628.9435 .266525 36931.8
.
Dawood
----- Original Message -----
From: Nick Cox <[email protected]>
To: [email protected]
Cc:
Sent: Saturday, June 25, 2011 10:13:29 PM
Subject: Re: st: Collapse - How does it collapse
You are confusing format with value. Setting the display format of a
daily date does not affect its value: it just affects how and what is
displayed.
You need a conversion function, notably -mofd()-. Consider
. di mofd(date("25 June 2011", "DMY"))
617
. di %tm mofd(date("25 June 2011", "DMY"))
2011m6
This may not seem different, but it really is. The underlying date is
600-odd months from January 1960, namely 50 years plus some.
Create a monthly variable that way from your daily dates, and then you
can use that in the -collapse-.
Nick
On Sat, Jun 25, 2011 at 10:14 AM, Dawood Ashraf <[email protected]> wrote:
> I have historical daily price data of mutual funds and I am trying to 'collapse' it in monthly. I followed the collapse command as suggested in the manual and I believe this shoudl work. However, the number of observations does not change that I believe should after collapse from daily to monthly data.
>
> . generate newdate = date(vdate, "MDY") /this converts the string valuation date to non-string)?
> . format newdate %tm /This converts date from %td to %tm - the possible error could be here?
> . describe
> Contains data from D:\Mutual Fund Data\MutualFundData_clean.dta
> obs: 116,251
> vars: 10 25 Jun 2011 00:32
> size: 55,800,480 (89.4% of memory free)
> ---------------------------------------------------------------------------------------------------------------------------------------------
> storage display value
> variable name type format label variable label
> ---------------------------------------------------------------------------------------------------------------------------------------------
> name str143 %143s Fund Name
> manager str200 %200s Fund Manager
> type str100 %100s Type of Fund
> nav double %8.0g Net Asset Value
> price float %8.0g Unit Price
> vdate str10 %10s Valuation Date
> id int %8.0g Identifier
> valdate float %9.0g
> sharia byte %8.0g type==Shari'ah Compliant
> newdate float %tm
> ---------------------------------------------------------------------------------------------------------------------------------------------
> Sorted by: id valdate
> Note: dataset has changed since last saved
>
> . collapse (mean) nav price sharia, by (newdate id)
>
> . su price
> Variable | Obs Mean Std. Dev. Min Max
> -------------+--------------------------------------------------------
> price | 116251 130.5486 818.1193 .0712 184587
>
> If you see here number of observations are still 116251. The number should reduce since the data is monthly now.
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