st: RE: Thread-Index: AQHNGEBCIuB42jRH6ke3cai302EPyw==

["David Radwin" <dradwin@mprinc.com>]

Mark,

Of course it can be done, although you don't give enough details on your
data structure to allow for a specific answer. Generally speaking, you
could create a variable to rank days of the week (Wed=1, Tue=2, Thu=3,
else=4), -sort- the data by this variable in ascending order, then
-collapse- by week using the first observation of the stock price.

However, I think a far more reasonable solution, statistically and
programming-wise, would be to calculate the mean stock price for the whole
week.

David
--
David Radwin
Research Associate
MPR Associates, Inc.
2150 Shattuck Ave., Suite 800
Berkeley, CA 94704
Phone: 510-849-4942
Fax: 510-849-0794

www.mprinc.com


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Mark Bailie
> Sent: Wednesday, April 11, 2012 5:08 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Thread-Index: AQHNGEBCIuB42jRH6ke3cai302EPyw==
> 
> Hi,
> 
> I have daily data of stock prices dating back to the 1950s and I would
> like to collapse the dataset into weekly data.
> 
> I want the weekly data to be formed from the stock price on every
> Wednesday.
> 
> Some weeks do not have a Wednesday, due to the stock markets closed that
> day.  In these cases I want to use the value from Tuesday for that week.
> 
> Bascially:
> 
> COLLAPSE DAILY TO WEEKLY ON EACH WEDNESDAY -- ALTHOUGH IF THERE IS NO
> WEDNESDAY THAT WEEK TAKE THE TUESDAY VALUE  --   IF NO TUESDAY, TAKE THE
> THURSDAY
> 
> Can this be done?
> 
> Kind regards,
> 
> Mark
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