Re: st: tscollap - converting monthly data to annual averages

[David Ashcraft <ashcraftd@rocketmail.com>]

I did manage to collapse the data from monthly to annual  but in the process lost individual firms. I have used the following commands

gen dm = mofd(date1)
format dm %ty
collapse rp rm, by(dm)

Lets rephrase my question: I want to collapse the panel data by each individual firms. What is the best procedure for me.
Regards

David


----- Original Message -----
From: David Ashcraft <ashcraftd@rocketmail.com>
To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Cc: 
Sent: Thursday, July 26, 2012 3:48:49 PM
Subject: Re: st: tscollap - converting monthly data to annual averages

I got it done.
Thanks


----- Original Message -----
From: David Ashcraft <ashcraftd@rocketmail.com>
To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Cc: 
Sent: Thursday, July 26, 2012 3:43:09 PM
Subject: st: tscollap - converting monthly data to annual averages

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

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