Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

re: st: Create variable conditional on several others


From   Kit Baum <Baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   re: st: Create variable conditional on several others
Date   Thu, 23 Apr 2009 08:57:40 -0400

<>

Linn said

I have the following challenge related to creating new variables.
In my data I have daily settlement prices from a futures market. For each date (day) I have the variables JAN, FEB---- DEC (12 months). Every day there are registered prices for the next 3 months, meaning that for a given date 27dec2007 I may have observations for JAN FEB and MAR, and missing in all other months. Under is a part of these data:


There is a 'recipe' illustrating how to do various computations on daily futures price series in section 10.6 of my book Introduction to Stata Programming.

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index