Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: aggregate time series data over individuals
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: aggregate time series data over individuals
Date
Sat, 8 Mar 2014 23:47:27 +0000
-help collapse-
Nick
[email protected]
On 8 March 2014 22:42, Philipp Hagspiel <[email protected]> wrote:
> hi,
>
> I have a dataset with variables "date" "name" "name of stock" "price"
> "number of shares" "volume". The "date" variable lists every single trading
> day for a couple of years and "name" list individuals. If an individual
> trades in the same stock on the same day but within two different
> transactions, it is displayed as two different observations.
>
> How can I aggregate over date, name, price and volume? It should only
> display one date and the aggregate volume and an volume weighted average
> price for every individual trading in a certain stock.
>
> Looking forward to receiving your replies,
>
> Greetings from Germany
> Phil
> *
> * 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/