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st: data processing (daily to yearly)


From   yi yang <yangyi.1122@yahoo.com.cn>
To   statalist@hsphsun2.harvard.edu
Subject   st: data processing (daily to yearly)
Date   Tue, 5 Apr 2011 08:15:58 +0800 (CST)

Hi everyone,
We have met a data processing problem. 

We now have a series of daily trading data for all stocks listed from year 2000 to 2011. Our assignments are:  

(1) For each stock, keep only the data on the last trading day of each year; 

(2) For each year, accumulate the daily trading data of single stock as to obtain the mean value as the final trading data of this stock. 

As to the first requirement, we find it hard to locate the last trading day of each year, since it may be December 31th, or December 29,th or else.  

As to the second requirement, we have no idea which function or order to use as to accumulate the daily data, and finally count the mean value. 

Could anyone kindly help us to locate the target record, or to tell us how to compute the mean value? 

Thank you and best wishes! 


Arlene Young
 



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