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st: creating unified set of dates


From   stef salvez <loggyedy@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: creating unified set of dates
Date   Fri, 15 Jun 2012 21:34:12 +0100

Dear all,

I have a panel data set like the one below

clear all

input id  str8 (dates)    variable
 1         "23/11/08"            2
1   "28/12/08"                   3
1    "25/01/09"                   4
1   "22/02/09"                   5
1    "29/03/09"                  6
1  "26/04/09"                   32
1  "24/05/09"                   23
1  "28/06/09"                   32
2   "26/10/08"                45
2  "23/11/08"                 46
2  "21/12/08"               90
2  "18/01/09"                54
2  "15/02/09"                 65
2   "16/03/09"               77
2  "12/04/09"                    7
2   "10/05/09"                   6
end



the start and end date of the time series for countries 1 and 2 are
different. For example, for country 1 the time series begins on
"23/11/08" while for country 2 the time series begins on "26-10-2008”.

My data on prices are available every 28 days (or equivalently every 4
weeks). But in some cases I have jumps (35 days or 29 days instead of
28 days). For example from the above table we have such jumps: from
"28/12/08" to "28/12/08" , from 22/02/09" to "29/03/09", etc

My goal is to have a unified sequence of dates across countries. So,
to achieve this I want to apply two solutions (Nick, it was you that
you proposed them!)

1) to interpolate the dates to a common set of dates (with the
distance between successive dates be 28 days)


2)I to take what I have and calculate monthly average prices and also
report how many prices those averages are based on. I suppose that I
will still have gaps and may well need to interpolate.

Please, I would be grateful to you if you could provide the exact code
in order to achieve these 2 goals. I should not ask this but If I am
not in the position of creating this unified sequence of dates I will
not be able to do the analysis that I want. Suggestions are welcome
but not very helpful as I am not very familiar with stata and I am
afraid that I will never make it on my own.

thank you for your understanding

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