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st: How to generate a time variable and merge with another file
From
李 梦佳 <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: How to generate a time variable and merge with another file
Date
Thu, 18 Apr 2013 23:14:13 +0800
Dear Statalist,
I have data in the following structure and wish to add a column with inputting the months
Current data:
Fund Stockholding Reporttime
------------------+-------------------------------
000011.OF 000001 200506
000011.OF 000002 200506
⋯⋯
660001.OF 600002 201012
For each Reporttime (semi-annual), I wish to merge from another dta. with its past 36 monthly returns, to make this like the following:
Fund Stockholding Reporttime Month Return
------------------+----------------------------------------------------------------
000011.OF 000001 200506 2005-06 r1
000011.OF 000001 200506 2005-05 r2
⋯⋯
000011.OF 000001 200506 2002-07 rn
⋯⋯
660001.OF 000002 201012 2008-01 rx
Now I have used "expand 36" to create 36 lines for each stock at each reporttime. How can I generate the last column "Month" and further using the stockholding (code) and Month as the link to merge the other file with returns data?
Many thanks and best regards,
Amy
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