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


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to convert Daily data with gaps to weekly?
Date   Thu, 8 Mar 2012 08:38:14 -0300

Hi William,

thanks for the answer.

Best Regards,

Joao Lima

Em 7 de março de 2012 00:10, William Pratt <williamrpratt@gmail.com> escreveu:
> 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?
>>
>> I would like to receive suggestions.
>>
>> Thanks a lot!
>>
>> --
>> ---------------------------------------------------------
>> João Ricardo F. de Lima
>> Pesquisador A - Economia Aplicada
>> Embrapa Semiárido
>> e-mail: joao.ricardo@cpatsa.embrapa.br
>> fone: +55 (87) 3866-3667
>> home-page: www.cpatsa.embrapa.br
>> ----------------------------------------------------------
>>
>> *
>> *   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/
>
>
>
> --
> wrpratt@utpa.edu
> University of Texas-Pan American
> College of Business Administration
> Department of Finance and Economics
> South Texas Border Health Disparities Center
> o - 956.665.7937
> f - 956.665.7310
>
> *
> *   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/



-- 
---------------------------------------------------------
João Ricardo F. de Lima
Pesquisador A - Economia Aplicada
Embrapa Semiárido
e-mail: joao.ricardo@cpatsa.embrapa.br
fone: +55 (87) 3866-3667
home-page: www.cpatsa.embrapa.br
----------------------------------------------------------

*
*   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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