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st: dealing with states of knowledge


From   "William Bishop" <wbishopco@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: dealing with states of knowledge
Date   Tue, 25 Nov 2008 16:44:08 -0800

I have data that get updated and need to make calculations based on
the state of knowledge on certain dates.

For examples, say I am doing a moving average based on stock closing
prices.  If my state of knowledge on Wednesday is that Tuesday's
closing price was $10 - but then on Friday I learn (new information)
that Tuesday's closing price was actually $12.  For calculations on
Wednesday  and Thursday I want to use $10 as Tuesday's closing price,
Friday and all following days I want to use the corrected price of
$12.

What is the best way to arrange the data in Stata to accomplish this?
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