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Re: st: re: data row transformation for irregular consecutive days


From   Kaspar Dardas <kaspar.dardas@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: re: data row transformation for irregular consecutive days
Date   Mon, 22 Feb 2010 19:05:36 +0100

Hi Kit & Nick,

thanks a lot. The solution almost worked. However, for some  _spell
values I receive too many observations. As you can see the top _spell
has three observations (1 1 1), however, there can only be two (1 1).
I cannot explain why some dates are "grouped" in the same _spell. Most
of them are correct but some are incorrectly grouped.  Did I do
something wrong? ( I have sorted my data by symbol and date
furthermore I have used the below code).


symbol	days	date	 en	_spell	_seq	_end

3IN	04/02/2010	18297	1	1	1	0
3IN	05/02/2010	18298	2	1	2	0
888	12/05/2006	16933	3	1	3	1
888	15/05/2006	16936	4	2	1	1
888	25/09/2006	17069	5	3	1	0
888	26/09/2006	17070	6	3	2	0
888	27/09/2006	17071	7	3	3	0
888	28/09/2006	17072	8	3	4	1
888	03/10/2006	17077	9	4	1	0


gen date = date(days, "DMY")
sort symbol date
g en = _n
tsset en
tsspell date, fcond(D.date>1)
bys _spell: g sdate = date if _seq==1
bys _spell: g ndate = date if _end
collapse sdays ndays, by(symbol _spell)

Thanks,

Kaspar


2010/2/22 Kit Baum <baum@bc.edu>:
> <>
> Kaspar said
>
> 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
>
>
> g date = date(var2,"DMY")
> g en = _n
> tsset en
> // requires N J Cox -tsspell- from SSC (findit tsspell)
> tsspell date, fcond(D.date>1)
> bys _spell: g sdate = date if _seq==1
> bys _spell: g ndate = date if _end
> l
> collapse sdate ndate, by(var1 _spell)
> format sdate %td
> format ndate %td
> l
>
>
> 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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