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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: AW: For each fund-asset pair I have observations on some periods, and want have them on each possible period... |

Date |
Fri, 24 Jul 2009 17:03:59 +0200 |

<> ************* h fillin h tsfill ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Stata Chris Gesendet: Freitag, 24. Juli 2009 17:03 An: statalist@hsphsun2.harvard.edu Betreff: st: For each fund-asset pair I have observations on some periods, and want have them on each possible period... Hi Statalisters, I have the following challenge: I have a dataset that gives me for each fund-asset-period triple the quantity and value of holdings (i.e. how much of asset j did fund i hold in period t). >From this, I have for each such triple generated the flow (i.e. how much did the fund buy or sell of a certain asset) from last period until now. The problem is that the original dataset does not list holdings or size zero. Consequence: If a fund held say 500 units of an asset and then sold all of these, the respective fund-asset-period observation for the next period does not exist, so when I compute the flow I get a missing observation, although it should say flow=-500. Analogously, if the fund has bought 500 units of an assets after previously holdings of zero, I would like to have Stata tell me that the flow equals +500, but instead it will tell me that the flow is missing. So I figured the best thing to do, to be on the safe side, would be to make sure that for each fund-asset pair I have observations on all periods, rather than just on those for which holdings were listed. In upshot: My data are currently in long form, with each observation being a unique fund-asset-period triple. However, for each fund-asset pair I have observations on some but not all of up to 60 periods. The question is: How can I add observations such that for each pair there is an observation on each of the 60 periods (some of which may only have missing values, but they need to be listed)? Many thanks for your help! Chris * * 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/ * * 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/

**References**:**st: For each fund-asset pair I have observations on some periods, and want have them on each possible period...***From:*Stata Chris <statachris@gmail.com>

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