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Re: st: filling in weekend dates


From   "Mingfeng Lin" <mingfeng.lin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: filling in weekend dates
Date   Thu, 19 Jun 2008 10:59:30 -0400

Thank you very much! The code works perfectly - and now I know I can
also do -set obs- in Stata, just like in other programs.  I really
appreciate your help.

Mingfeng


On Thu, Jun 19, 2008 at 10:48 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- Mingfeng Lin <mingfeng.lin@gmail.com> wrote:
>> Is there a way to create new rows and then fill in weekend dates
>> automatically in Stata? For instance, I have a series of stock
>> prices, and Jan01-Jan05 are Monday-Friday, and weekend dates are not
>> available.
>>
>> What I want to do is to "insert rows", say Jan06 and Jan07, such that
>> they take on the value of Jan05.  The only way I can think of is to
>> create this series of dates in Excel, then import to Stata and merge
>> it, and then use [_n-1] to replace the missing values.  But is there
>> a more straightforward way? I have a bunch of these files with
>> different date ranges and it's really inefficient.
>
> *------------- begin example ----------------
> tempfile a b
> sysuse sp500, clear
> sort date
> save `a'
>
> sum date, meanonly
> local min = r(min)
> local days = r(max) - r(min) + 1
>
> drop _all
> set obs `days'
> gen date = _n + `min' - 1
> sort date
> save `b'
>
> merge date using `a'
> format date %td
> *-------------- end example ---------------
> (For more on how to use examples I sent to the Statalist, see
> http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
>
> Hope this helps,
> Maarten
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
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