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Jieyu Wang <firstname.lastname@example.org>
Wed, 6 Apr 2011 12:39:20 -0500
For the first question, you may want to first have a variable for year
and also have a numeric date variable date, for example. Then, you
may use a command like -bysort year (date time) : keep if _n==_N-.
For the second question, something similar to -bysort year date: egen
daymean=mean(price)- would work.
Here is an example (year is the year, date could be the numeric date,
time represents different transaction in the day):
input year date time price
2000 1 10 1000
2000 1 20 2000
2000 2 10 1000
2000 2 20 2000
2001 10 100 10000
2001 10 200 20000
2001 20 100 10000
2001 20 200 20000
bysort year (date time) : keep if _n==_N
bysort year date: egen daymean=mean(price)
drop time price
bysort year date: keep if _n==_N
Hope it helps.
2011/4/4 yi yang <email@example.com>:
> 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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