Re: st: How to Match Observations Over Different Date variables

[Muhammad Anees <anees@aneconomist.com>]

Thanks tirthankar!

You suggestion does the job!. I appreciate your suggestion.

However, looking into the suggestion, I tried a version of a do file,
which looks like below! I would appreciate if you correct me.

generate datenew1 = date(date1, "DMY")
format mydate %td
ren datenew1 date
sort date
save date1
generate datenew2 = date(date2, "DMY")
format mydate %td
ren datenew2 date
sort date
save date2
merge 1:1 dates using `data1',


On Wed, Aug 17, 2011 at 11:44 AM, Tirthankar Chakravarty
<tirthankar.chakravarty@gmail.com> wrote:
> /*******************************************/
> 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 <anees@aneconomist.com> 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
> tchakravarty@ucsd.edu
> tirthankar.chakravarty@gmail.com
>
> *
> *   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/
>



-- 


Regards

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/