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RE: st: Create variable conditional on several others

From   Linn Renée Naper <>
To   "" <>
Subject   RE: st: Create variable conditional on several others
Date   Thu, 23 Apr 2009 15:27:32 +0200

Thank you Kit, I think it might be a good idea for me (just read the Preface of your book) to look into your book for tips on several computations on my data. However, I do not have the book available at this moment, so I still could use some advice on generating the variables described.


-----Opprinnelig melding-----
Fra: [] På vegne av Kit Baum
Sendt: 23. april 2009 14:58
Emne: re: st: Create variable conditional on several others


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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