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From |
Devra Golbe <dgolbe@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Find the fiscal year for each obs |

Date |
Tue, 23 Apr 2013 14:19:22 -0400 |

Just saw this thread; hope this is still useful.

********************************************************* clear input str3 Firm str10 Date IBM "2009/01/15" IBM "2010/01/16" 3M "2010/07/01" 3M "2011/07/02" end gen Ndate = date(Date, "YMD") gener mdate=mofd(Ndate) /*Assign month-year to each observation*/ sort Firm mdate save FileA, replace clear input str3 Firm Fiscal str10 Begin str10 End IBM 2009 "2009/03/01" "2010/02/28" IBM 2010 "2010/03/01" "2011/02/28" 3M 2010 "2010/06/01" "2011/05/31" 3M 2011 "2011/06/01" "2012/05/31" end gen Nend = date(End, "YMD") gen fyend=mofd(Nend) /*Find fiscal-year-end month*/ expand 12

sort Firm mdate

drop _merge sort Firm Ndate list Firm Fiscal Begin End Date ***************************************************** Devra Golbe Hunter College / CUNY On 4/6/2013 7:50 AM Nick Cox wrote:

I'd just -merge- the files. The convention seems to be that Fiscal Years are labelled by the year they start in. (It's _always_ a good idea to explain stuff that won't be universally understood; assuming that people work in your field is usually wrong.) Either way, there's a correction for dates that are in calendar years that differ from fiscal years. This example uses slightly different fake data. I used an ancient -merge- only because I am writing from an ancient machine. (I have Stata 12, but this machine doesn't read DVDs.) clear input str3 Firm str10 Date IBM "2009/01/15" IBM "2010/01/16" 3M "2010/07/01" 3M "2011/07/02" end gen Ndate = date(Date, "YMD") gen Fiscal = year(Ndate) sort Firm Fiscal save FileA, replace clear input str3 Firm Fiscal str10 Begin str10 End IBM 2009 "2009/03/01" "2010/02/28" IBM 2010 "2010/03/01" "2011/02/28" 3M 2010 "2010/06/01" "2011/05/31" 3M 2011 "2011/06/01" "2012/05/31" end gen Nbegin = date(Begin, "YMD") gen Nend = date(End, "YMD") sort Firm Fiscal version 10: merge Firm Fiscal using FileA replace Fiscal = Fiscal - 1 if !inrange(Ndate, Nbegin, Nend) drop _merge list Firm Fiscal Begin End Date Nick njcoxstata@gmail.com On 6 April 2013 12:15, Yu Chen, PhD <profyuchen@gmail.com> wrote:I have two files. File A contains the daily stock price for each firm, and file B contains the beginning and ending dates for a fiscal year for each firm. See below for an illustration (data are hypothetical): File A: Firm Date Price IBM 2009/01/15 xxxx IBM 2009/01/16 xxxx ................... 3M 2010/07/01 yyyy 3M 2010/07/02 yyyy ................... File B: Firm Fiscal Year Beg. Date End. Date IBM 2009 2009/03/01 2010/02/28 IBM 2010 2010/03/01 2011/02/28 .................. 3M 2010 2010/06/01 2011/05/31 3M 2011 2011/06/01 2012/05/31 .................. Now, I want indicate in File A for each observation the fiscal year the observation belongs to, according to the definition in File B. Conceptually it seems easy: Just compare the date of the observation in File A with the beginning and ending dates in File B.* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Find the fiscal year for each obs***From:*"Yu Chen, PhD" <profyuchen@gmail.com>

**Re: st: Find the fiscal year for each obs***From:*Nick Cox <njcoxstata@gmail.com>

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