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Re: st: How to generate a time variable and merge with another file


From   "Li Chuntao (Tony)" <leechtcn@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to generate a time variable and merge with another file
Date   Fri, 19 Apr 2013 11:22:51 +0800

For the report time, i suggest you transfer it into stata's month
format, try the following code
gen int year =  Reporttime/100
gen int month = Reporttime-year*100
gen ym=ym(year, month)

expand 36

sort Stockholding ym
by   Stockholding ym: gen month=ym-_n+1
drop ym
rename month ym

sort Stockholding ym
merge Stockholding ym using retun.dta
drop _m

BTW, i suggest you change your name to Li Mengjia, not the Chinese Characters


On Thu, Apr 18, 2013 at 11:14 PM, 李 梦佳 <limengjia626@163.com> wrote:
> Dear Statalist,
>
> I have data in the following structure and wish to add a column with inputting the months
>
> Current data:
> Fund            Stockholding    Reporttime
> ------------------+-------------------------------
> 000011.OF       000001          200506
> 000011.OF      000002           200506
> ⋯⋯
> 660001.OF       600002          201012
>
> For each Reporttime (semi-annual), I wish to merge from another dta. with its past 36 monthly returns, to make this  like the following:
>
> Fund            Stockholding    Reporttime      Month   Return
> ------------------+----------------------------------------------------------------
> 000011.OF       000001          200506         2005-06          r1
> 000011.OF       000001          200506         2005-05          r2
> ⋯⋯
> 000011.OF       000001          200506         2002-07          rn
> ⋯⋯
> 660001.OF       000002          201012          2008-01           rx
>
> Now I have used "expand 36" to create 36 lines for each stock at each reporttime. How can I generate the last column "Month" and further using the stockholding (code) and Month as the link to merge the other file with returns data?
>
> Many thanks and best regards,
> Amy
>
>
>
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