The week of each day is given by
gen week = week(date)
The first trading day of each month is given by
gen first = mdy(month(date), 1, year(date))
except that we must adjust Saturdays and Sundays:
replace first = cond(dofw(first) == 0, first + 1, cond(dow(first) == 6, first + 2, first))
So week in month would be
replace week = week - week(first) + 1
Nick
[email protected]
Rajesh Tharyan
> This may help
>
> help dcfcns
Katrin Gottschalk
> does anybody know of an easy way to obtain the NUMERIC WEEK
> OF THE MONTH
> (i.e. 1,...,5) corresponding to an elapsed date? Should be something
> similar to date functions day(e), dow(e), doy(e), week(e)...
> I have a panel data set with daily observations. Week No. 1 should be
> defined as the first week of the month that contains at least one
> trading day (Mon - Fri).
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
