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Re: st: How to Match Observations Over Different Date variables
From
Tirthankar Chakravarty <[email protected]>
To
[email protected]
Subject
Re: st: How to Match Observations Over Different Date variables
Date
Tue, 16 Aug 2011 23:44:40 -0700
/*******************************************/
clear*
tempfile data1 data2
input str10 date str1 comma float year float stock1
Jan1,2005 40
Jan2,2005 40
Jan3,2005 40
Jan4,2005 40
Jan5,2005 40
Jan8,2005 40
Jan9,2005 40
Jan10,2005 40
Jan11,2005 40
Jan12,2005 40
end
g datestr = date+"-"+string(year)
g dates = daily(datestr, "MDY")
drop date comma year datestr
format dates %td
save `data1', replace
clear*
input str10 date str1 comma float year float stock2
Jan1,2005 30
Jan2,2005 30
Jan3,2005 30
Jan4,2005 30
Jan8,2005 30
Jan9,2005 30
Jan11,2005 30
Jan12,2005 30
Jan13,2005 30
Jan14,2005 30
end
g datestr = date+"-"+string(year)
g dates = daily(datestr, "MDY")
drop date comma year datestr
format dates %td
save `data2', replace
// merge
merge 1:1 dates using `data1',
// create the individuals dates
g date1 = dates if(inlist(_merge, 3, 1))
g date2 = dates if(inlist(_merge, 3, 2))
format date* %td
li
/*******************************************/
T
On Tue, Aug 16, 2011 at 10:30 PM, Muhammad Anees <[email protected]> wrote:
> Dear Listers!
>
> I have been working on stock prices of different firms from Jan 1,
> 2005 to October 30, 2010. The problem I face is that every stock price
> is obtained and is listed with somewhat different date variables and
> all the date variables are not axactly matching. I need to analyse
> stock prices after matching them over dates. I know how to format the
> date variables in Stata with the Help of Nick and others after a
> discussion on this list, but even working for weeks, I could not
> figure out how to match the stock prices over a similar date index.
>
> My example of data looks like below:
>
> Date1 Stock1 Date 2 Stock2
> Jan1,2005 40 Jan1,2005 30
> Jan2,2005 40 Jan2,2005 30
> Jan3,2005 40 Jan3,2005 30
> Jan4,2005 40 Jan4,2005 30
> Jan5,2005 40 Jan8,2005 30
> Jan8,2005 40 Jan9,2005 30
> Jan9,2005 40 Jan11,2005 30
> Jan10,2005 40 Jan12,2005 30
> Jan11,2005 40 Jan13,2005 30
> Jan12,2005 40 Jan14,2005 30
> and so till last date on the date1 variable.
>
> Now what I want is to have the data like
>
> Date1 Stock1 Date 2 Stock2
> Jan1,2005 40 Jan1,2005 30
> Jan2,2005 40 Jan2,2005 30
> Jan3,2005 40 Jan3,2005 30
> Jan4,2005 40 Jan4,2005 30
> Jan5,2005 40 . .
> jan6,2005 40 . .
> . . . .
> . . . .
> Jan9,2005 40 Jan9,2005 30
> Jan10,2005 40 . .
> Jan11,2005 40 Jan112005 30
> Jan12,2005 40 Jan122005 30
> and so on.
>
> Now my new data should look like above. What I need is to have a
> missing value for date2 and stock2 if it has missing stock data on a
> date where date1 and stock1 has a stock data. It further implies both
> the stocks should be arranges on a single data variable if stock1 is
> present and stock is not, stock2 should treated is missing. It is
> evident that if both stocks are missing then it would not be a real
> problem is both have missing date. My real problem is that I could not
> arrange the the stocks over a single date variable.
> I would be thankful to your suggestion and guidance.
>
> Regards
>
> Muhammad Anees
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Tirthankar Chakravarty
[email protected]
[email protected]
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/