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

[Nick Cox <njcoxstata@gmail.com>]

-mofd()- doesn't map monthly to annual dates. See -help dates and  
times-.

Nick

On 26 Jul 2012, at 14:07, David Ashcraft <ashcraftd@rocketmail.com>  
wrote:

> 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.
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