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RE: st: Create variable conditional on several others


From   Linn Renée Naper <linn.naper@ecgroup.no>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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.

/L

-----Opprinnelig melding-----
Fra: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] På vegne av Kit Baum
Sendt: 23. april 2009 14:58
Til: statalist@hsphsun2.harvard.edu
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   |   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



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