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Re: st: How to convert Daily data with gaps to weekly?


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to convert Daily data with gaps to weekly?
Date   Wed, 7 Mar 2012 09:01:13 +0000

Another way is to aggregate into weeks using date functions. The
easiest way I know to do this is to classify weeks by their starting
Sundays. -dow()- returns 0 for Sundays

. di dow(mdy(3,4,2012))
0

and so

gen dailydate = date(date, "DMY")
gen Sundays = dailydate - dow(dailydate)

collapse ... , by(Sundays)

The last presumes that what you in mind is something like averaging in
each week.

Weeks have puzzled some users of Stata, even to the accusation of that
the implementation is  buggy in

http://www.stata.com/statalist/archive/2012-02/msg01023.html

For the good news, see

http://www.stata.com/statalist/archive/2012-02/msg01027.html

http://www.stata.com/statalist/archive/2012-02/msg01030.html

and in turn the references they give, and so on.

Nick

On Wed, Mar 7, 2012 at 3:10 AM, William Pratt <williamrpratt@gmail.com> wrote:
> It depends on what your goal is. You can use tsfill to create weekend
> values, though you will have no data for those days. The other method
> is to use the group function within the egen command. This will create
> a value that you can use to ts or xt set your data, as well as
> generation lag variables.
>
> tsfill
>
> egen (new var) = group ( )
>
> On Tue, Mar 6, 2012 at 6:43 PM, Joao Ricardo F. Lima
> <jricardofl@gmail.com> wrote:
>> Dear Statalisters,
>>
>> I'm working with a time series of guava price like this:
>>
>> input str11 date preco_goi
>> 7-Oct-2004      9.00
>> 10-Oct-2004     8.00
>> 12-Oct-2004     8.00
>> 14-Oct-2004     7.00
>> 17-Oct-2004     6.00
>> 19-Oct-2004     6.00
>> 21-Oct-2004     7.00
>> 24-Oct-2004     7.00
>> 26-Oct-2004     8.00
>> 28-Oct-2004     9.00
>> 31-Oct-2004     9.00
>> 2-Nov-2004      9.00
>> 4-Nov-2004      10.00
>> 9-Nov-2004      10.00
>> 11-Nov-2004     10.00
>> 14-Nov-2004     10.00
>> 16-Nov-2004     9.00
>> 18-Nov-2004     8.00
>> 21-Nov-2004     8.00
>> 23-Nov-2004     7.00
>> 25-Nov-2004     7.00
>> 28-Nov-2004     7.00
>> 30-Nov-2004     7.00
>> end
>>
>> The time series is daily but with gaps. Thus, I can´t use the -dfgls-
>> command, for example and others TS commands.
>>
>> What can I do in this case? Can I convert the daily data with gaps to
>> weekly? Is there a better procedure to do the trick?
>>

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