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st: Filling Missing Times/Dates and Corresponding Variable Entries
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
st: Filling Missing Times/Dates and Corresponding Variable Entries
Date
Thu, 26 May 2011 13:20:23 +0500
Dear All!
I have the following examplified stock market data on three different
companies in different csv files for the same times or dates in each
sheet:
time share price market capitalization
volume
01JAN2005 20 2000
10022
02JAN2005 21 2001
10023
03JAN2005 22 2002
10024
04JAN2005 23 2003
10025
05JAN2005 24 2004
10026
.
.
08JAN2005 26 2007
10029
09JAN2005 27 2008
10030
10JAN2005 28 2009
10031
11JAN2005 29 2010
10032
12JAN2005 30 2011
10033
.
.
and so on where the missing date is either a weekend or public holidy.
Now my problem is how to fill the time gaps and the corresponding
values for given variables using either values on the prior dates of
each variable or average of the last and next working dates. I know
stata offers ways to fill missing values but how can I do it in this
case.
Thank you very much in advance for guiding me through the problem.
--------
Best,
Anees
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