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From |
Christopher Baum <kit.baum@bc.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Sat, 10 Mar 2012 12:21:24 -0500 |

<> On Mar 7, 2012, at 2:33 AM, Joao wrote: > 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? Just create a sequential variable: g t = _n tsset t In Stata 12 you can also set up a business-daily calendar which only contains trading days. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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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