Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Collapsing daily data to a monthly data on the 15th each month


From   Toby Knapen
To   [email protected]
Subject   Re: st: Collapsing daily data to a monthly data on the 15th each month
Date   Wed, 22 Jan 2014 13:23:39 +0100

Thank you Nick for the very useful reply!

Unfortunately I'm still struggling with the second command:
replace target = mdy(<month>, 16, <year>) in 1

As you described, there is some surgery needed, because not every
month has a 16th day(business days). Problem is that I can't adapt
this manually as I have data for 10 years and for 400 firms (about 1.5
million observations).

Hopefully you can help me out how to fix this. Thank in advance!

Toby

On 21 January 2014 18:56, Nick Cox <[email protected]> wrote:
> Let's identify each month by a start date that is 16th of each month
> and each year.
>
> The target starts are
>
> gen target = date if day(date) == 16
>
> Some surgery will needed at the beginning to enter an appropriate
> target for observation 1 if the first day is not the 16th.
>
> replace target = mdy(<month>, 16, <year>) in 1
>
> Then we copy each target by
>
> replace target = target[_n-1] if missing(target)
>
> then -collapse ... , by(target)-
>
> Nick
> [email protected]
>
>
> On 21 January 2014 17:42, Toby Knapen wrote:
>> Dear Statalisters,
>>
>> I would like to transform my daily data to monthly data, calculated on
>> the 15th of each month, more precisely, from the 16th day of a
>> specific month up to and including the 15th day of the following
>> month. The problem is that I can only find the way to this it based on
>> 'regular' months. This can be done by using the following commands:
>>
>> g dm=mofd(date)
>> format dm %tm
>> collapse  prc ret shrout vwretd ewretd, by (dm)
>> tsset dm, monthly
>>
>> Since I'm having inflation dates on the 15th each month I would like
>> to have the monthly data on the 15th as well, otherwise there will be
>> a mismatch in my data. The data on my dates looks like below:
>>
>> 16dec2002
>> 17dec2002
>> 18dec2002
>> 19dec2002
>> 20dec2002
>> 23dec2002
>> 24dec2002
>> 26dec2002
>> 27dec2002
>> 30dec2002
>> 31dec2002
>> 02jan2003
>> 03jan2003
>> 06jan2003
>> 07jan2003
>> 08jan2003
>> 09jan2003
>> 10jan2003
>> 13jan2003
>> 14jan2003
>> 15jan2003
>> 16jan2003
>> 17jan2003
>> 21jan2003
>> 22jan2003
>> 23jan2003
>> 24jan2003
>> 27jan2003
>> 28jan2003
>>
> *
> *   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index