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st: data row transformation for irregular consecutive days


From   Kaspar Dardas <kaspar.dardas@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: data row transformation for irregular consecutive days
Date   Mon, 22 Feb 2010 16:33:53 +0100

Hi together,

I have a list consisting of two rows: symbols (here only AAL is shown)
and dates. Some of the dates are consecutive. There is no general rule
as to when days are consecutive.
There are sometimes 2 consecutive days in the same month, sometimes
only three in the entire year and sometimes only one day in a whole
year. I would like to transform my data
in the way shown below. Thus, I need to switch from one row for days
to two rows for days. For a single day observation both rows will have
the same date. >For a consecutive days observation the first row
should show the
start date and the second row should show the end day of the
consecutive observation.

Is there a fast way in Stata 11 to do this data transformation?

What I have:
symbol	days
AAL	04-10-2004
AAL	10-01-2005
AAL	11-01-2005
AAL	12-01-2005
AAL	01-04-2005
AAL	04-04-2005
AAL	06-06-2005
AAL	07-06-2005
AAL	08-06-2005

What I need:
AAL	04-10-2004 04-10-2004
AAL	10-01-2005 12-01-2005
AAL	01-04-2005 01-04-2005
AAL	04-04-2005 04-04-2005
AAL	06-06-2005 08-06-2005

Many thanks,

Kaspar
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