st: Fwd: replace values given specific dates

[magic_n2a@gmx.de]

Hello again,

I have worked out following and it takes (now) 4 days and it is still replacing values. 

Can someone help??? 
I am just soooooooo... confused. 
Thank you very much!!!

Kind regards
Natali 




Worked out:

egen bomdL3=bomd(date), lag(3) work f(%td)
egen eomdL3=eomd(date), lag(3) work f(%td)
gen pbomdL3=.
gen peomdL3=.
gen J3=.
qui levelsof eomdL3, local(eomdL3)
qui levelsof bomdL3, local(bomdL3)

foreach i of local id 		{
	foreach d of local bomdL3  	{
		qui summarize price if id==`i' & date==`d', meanonly
		qui local p=r(mean)
		qui replace pbomdL3=`p' if id==`i' & bomdL3==`d'
                         	}
                                       }

-------- Original-Nachricht --------
Datum: Fri, 07 Sep 2012 21:13:44 +0200
Von: magic_n2a@gmx.de
An: statalist@hsphsun2.harvard.edu
Betreff: replace values given specific dates


Dear Statalist-User,

I have a problem that I am not able to solve.
My data looks like this (panal data from 01.06.2001 - 01.06.2012):

bomdL3       eomdL3      J3   dow   date        id    price
01mar2006    31mar2006    .    1    26jun2006    1    10.988
01mar2006    31mar2006    .    2    27jun2006    1    11.237
01mar2006    31mar2006    .    3    28jun2006    1    11.336
01mar2006    31mar2006    .    4    29jun2006    1    11.336
01mar2006    31mar2006    .    5    30jun2006    1    11.336
------------
03apr2006    28apr2006    .    1    03jul2006    1    11.714
03apr2006    28apr2006    .    2    04jul2006    1    11.714
03apr2006    28apr2006    .    3    05jul2006    1    11.336
03apr2006    28apr2006    .    4    06jul2006    1    10.939
03apr2006    28apr2006    .    5    07jul2006    1    11.436
------------
03apr2006    28apr2006    .    1    10jul2006    1    11.436
03apr2006    28apr2006    .    2    11jul2006    1    11.436
03apr2006    28apr2006    .    3    12jul2006    1    11.436
03apr2006    28apr2006    .    4    13jul2006    1    11.436
03apr2006    28apr2006    .    5    14jul2006    1    10.74
                                                 2
                                                 3
                                                 5
                                                ...
                                                552 (some ID's are missing)

I would like to readout the date in _n==1 (i.e. 01mar2006) for the variable bomdL3 (date at the beginning of each month with lag 3).
Then, I want to search for the price that each id (company) had on that given date.
Finally, I want to have this price inserted in J3.

I would like to calculate a performance for each id for the period of the last 3 month (for example).

I have used the following code, but it takes days to calculate it this way for my dataset:

generate J3=.
local N=_N
forvalues j=1/552     {
forvalues i=1/`N'     {
    qui sum eomdL3 if _n==`i'
    qui sum price if id==`j' & date==r(max)
    qui replace J3=r(max) in `i'
            }
            }

I have read a lot of threads and literature and can't get a program code for my panel data that works well.
Is there anyone how could help me?
Thank you very much!
Best regard,
Natali

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