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Re: st: How to generate a time variable and merge with another file
From
LI Mengjia <[email protected]>
To
[email protected]
Subject
Re: st: How to generate a time variable and merge with another file
Date
Sat, 20 Apr 2013 01:02:41 +0800
Dear Tony,
Many thanks for your help. I tried the codes, stata responded "month already defined" when running "by Stockholding ym: gen month=ym-_n+1". I think this is caused by the previous "gen int month = Reporttime-year*100". So I changed the "gen month=ym-_n+1" to "gen moon=ym-_n+1" and the rest. But it turned out to be this situation:
in the new column ym, values ranged from - 10776 to 611;
and it can not merge successfully with return.dta (which I followed the codes before "expand 36" to transfer its month format). The return column remained blank
Is there anything that I might misunderstand?
Looking forward to your reply.
Thanks again and regards,
Mengjia
在 2013-4-19，上午11:22，Li Chuntao (Tony) <[email protected]> 写道：
> For the report time, i suggest you transfer it into stata's month
> format, try the following code
> gen int year = Reporttime/100
> gen int month = Reporttime-year*100
> gen ym=ym(year, month)
>
> expand 36
>
> sort Stockholding ym
> by Stockholding ym: gen month=ym-_n+1
> drop ym
> rename month ym
>
> sort Stockholding ym
> merge Stockholding ym using retun.dta
> drop _m
>
> BTW, i suggest you change your name to Li Mengjia, not the Chinese Characters
>
>
> On Thu, Apr 18, 2013 at 11:14 PM, 李 梦佳 <[email protected]> wrote:
>> 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
>>
>>
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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