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st: Thread-Index: AQHNGEBCIuB42jRH6ke3cai302EPyw==
From
Mark Bailie <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Thread-Index: AQHNGEBCIuB42jRH6ke3cai302EPyw==
Date
Thu, 12 Apr 2012 01:07:32 +0100
Hi,
I have daily data of stock prices dating back to the 1950s and I would like to collapse the dataset into weekly data.
I want the weekly data to be formed from the stock price on every Wednesday.
Some weeks do not have a Wednesday, due to the stock markets closed that day. In these cases I want to use the value from Tuesday for that week.
Bascially:
COLLAPSE DAILY TO WEEKLY ON EACH WEDNESDAY -- ALTHOUGH IF THERE IS NO WEDNESDAY THAT WEEK TAKE THE TUESDAY VALUE -- IF NO TUESDAY, TAKE THE THURSDAY
Can this be done?
Kind regards,
Mark
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