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

[Muhammad Anees <anees@aneconomist.com>]

Sorry for not being clear and having some illogical statements in my
do file. I hope it would be clear now

use "D:Research Output/data1.dta"
generate datenew1 = date(date1, "DMY")
format datenew1 %td
ren datenew1 date
sort date
save "D:Research Output/data1.dta", replace
use "D:Research Output/data2.dta"
generate datenew2 = date(date2, "DMY")
format datenew2 %td
ren datenew2 date
sort date
save "D:Research Output/data1.dta", replace
merge 1:1 date using D:Research Output/data1.dta"
save "D:Research Output/finaldata.dta", replace

I hope I am going in right direction this time.


On Wed, Aug 17, 2011 at 12:32 PM, Tirthankar Chakravarty
<tirthankar.chakravarty@gmail.com> wrote:
> I am not sure what your new do-file is trying to do, but there are a
> number of syntactical inconsistencies. For example, it should be
>
> save `data1'
>
> not
>
> save date1
>
> as "data1" is the name of the -tempfile- declared at the top of the do-file.
>
> It might be easier to point you in the right direction if you could
> make your aim clearer.
>
> T
> On Wed, Aug 17, 2011 at 12:25 AM, Muhammad Anees <anees@aneconomist.com> wrote:
>> 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/
>>
>
>
>
> --
> 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/