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Re: st: Interpolating missing prices
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Interpolating missing prices
Date
Sat, 23 Jul 2011 23:07:15 +0100
Are you asking for -ipolate-?
Nick
On 23 Jul 2011, at 22:45, Beatrice Crozza <[email protected]>
wrote:
Dear All,
I have a high-frequency price series with many missing values:
date time price
26jan2008 83000
26jan2008 83500
26jan2008 84000
26jan2008 84500 100.1
26jan2008 85000
26jan2008 85500
26jan2008 90000
26jan2008 90500
26jan2008 91000 100.14
26jan2008 91500
26jan2008 92000 100.12
26jan2008 92500
26jan2008 93000 100.15
I would like to interpolate missing prices with the aritmetic mean of
the previous and the next prices to the missing one.
I typed:
by date: gen price2=(price[_n-1]+price[_n+1])/2 if price[_n]==.
however, I receive many missing values as result.
How can I ask Stata to use for the interpolation only the available
prices, avoiding the missing values?
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