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Re: st: How to Match Observations Over Different Date variables


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to Match Observations Over Different Date variables
Date   Tue, 16 Aug 2011 23:44:40 -0700

/*******************************************/
clear*
tempfile data1 data2
input str10 date str1 comma float year float stock1
Jan1,2005    40
Jan2,2005    40
Jan3,2005    40
Jan4,2005    40
Jan5,2005    40
Jan8,2005    40
Jan9,2005    40
Jan10,2005    40
Jan11,2005    40
Jan12,2005    40
end
g datestr = date+"-"+string(year)
g dates = daily(datestr, "MDY")
drop date comma year datestr
format dates %td
save `data1', replace

clear*
input str10 date str1 comma float year float stock2
  Jan1,2005     30
  Jan2,2005     30
  Jan3,2005     30
  Jan4,2005     30
  Jan8,2005     30
  Jan9,2005     30
  Jan11,2005     30
   Jan12,2005     30
   Jan13,2005     30
   Jan14,2005     30
end
g datestr = date+"-"+string(year)
g dates = daily(datestr, "MDY")
drop date comma year datestr
format dates %td
save `data2', replace

// merge
merge 1:1 dates using `data1',

// create the individuals dates
g date1 = dates if(inlist(_merge, 3, 1))
g date2 = dates if(inlist(_merge, 3, 2))
format date* %td

li
/*******************************************/

T

On Tue, Aug 16, 2011 at 10:30 PM, Muhammad Anees <anees@aneconomist.com> wrote:
> Dear Listers!
>
> I have been working on stock prices of different firms from Jan 1,
> 2005 to October 30, 2010. The problem I face is that every stock price
> is obtained and is listed with somewhat different date variables and
> all the date variables are not axactly matching. I need to analyse
> stock prices after matching them over dates. I know how to format the
> date variables in Stata with the Help of Nick and others after a
> discussion on this list, but even working for weeks, I could not
> figure out how to match the stock prices over a similar date index.
>
> My example of data looks like below:
>
> Date1          Stock1          Date 2          Stock2
> Jan1,2005    40                 Jan1,2005     30
> Jan2,2005    40                 Jan2,2005     30
> Jan3,2005    40                 Jan3,2005     30
> Jan4,2005    40                 Jan4,2005     30
> Jan5,2005    40                 Jan8,2005     30
> Jan8,2005    40                 Jan9,2005     30
> Jan9,2005    40                 Jan11,2005     30
> Jan10,2005    40                 Jan12,2005     30
> Jan11,2005    40                 Jan13,2005     30
> Jan12,2005    40                 Jan14,2005     30
> and so till last date on the date1 variable.
>
> Now what I want is to have the data like
>
> Date1          Stock1          Date 2          Stock2
> Jan1,2005    40                 Jan1,2005     30
> Jan2,2005    40                 Jan2,2005     30
> Jan3,2005    40                 Jan3,2005     30
> Jan4,2005    40                 Jan4,2005     30
> Jan5,2005    40                 .                     .
> jan6,2005      40                .                      .
> .                       .                  .                      .
> .                       .                  .                      .
> Jan9,2005    40                 Jan9,2005     30
> Jan10,2005    40                 .                     .
> Jan11,2005    40                 Jan112005     30
> Jan12,2005    40                 Jan122005     30
> and so on.
>
> Now my new data should look like above. What I need is to have a
> missing value for date2 and stock2 if it has missing stock data on a
> date where date1 and stock1 has a stock data. It further implies both
> the stocks should be arranges on a single data variable if stock1 is
> present and stock is not, stock2 should treated is missing. It is
> evident that if both stocks are missing then it would not be a real
> problem is both have missing date. My real problem is that I could not
> arrange the the stocks over a single date variable.
> I would be thankful to your suggestion and guidance.
>
> Regards
>
> Muhammad Anees
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
Tirthankar Chakravarty
tchakravarty@ucsd.edu
tirthankar.chakravarty@gmail.com

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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