Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: tscollap - converting monthly data to annual averages
From
David Ashcraft <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: tscollap - converting monthly data to annual averages
Date
Thu, 26 Jul 2012 05:43:09 -0700 (PDT)
I am trying to convert the monthly return of 29 firms into annual means from Jan2000 to May2012. I have tried to use the tscollap command. I get the following results:
tscollap rp rm, to(y)
Converting from M to Y
unknown egen function filter()
r(133);
I just have downloaded the tscollap, It should be most updated. Even if it worked, I don'e know whether tscollap will take care of individual firms identified by id
Alternatively, I can use collapse command, however collaps does not take into consideration the time. I have looked into several posts but could not find a reasonable solution in my particular case.
Any help will be highly appreciated.
Regards
David
*
* 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/