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re: st: Create variable conditional on several others

From   Kit Baum <>
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   |
An Introduction to Stata Programming |
   An Introduction to Modern Econometrics Using Stata  |

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