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| From | Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Thread-Index: AQHNGEBCIuB42jRH6ke3cai302EPyw== |
| Date | Wed, 11 Apr 2012 20:26:51 -0400 |
sysuse sp500, clear gen week=wofd(date) format week %tw * Day of week. 0=Sunday gen day=dow(date) * Drop some wednesdays and tuesdays for the sake of the example drop if day==3 in 1/75 drop if day==2 in 1/25 * Keep Wednesday, Tuesday and Thursday. keep if day==3 | day==2 | day==4 * Create ordering variable: Wednesday, Tuesday, Thursday gen order=. replace order=1 if day==3 replace order=2 if day==2 replace order=3 if day==4 sort week order collapse (firstnm) close day, by(week) _______________________ Jorge Eduardo Pérez Pérez On Wed, Apr 11, 2012 at 8:07 PM, Mark Bailie <mbailie05@qub.ac.uk> wrote: > 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 > * > * 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/ > > * * 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/