Hello,
Is there a way to create new rows and then fill in weekend dates
automatically in Stata? For instance, I have a series of stock prices,
and Jan01-Jan05 are Monday-Friday, and weekend dates are not
available.
Jan01 100
Jan02 102
Jan03 110
Jan04 101
Jan05 111 /* <= This is a Friday */
Jan08 121
Jan09 152
Jan10 132
...
What I want to do is to "insert rows", say Jan06 and Jan07, such that
they take on the value of Jan05. The only way I can think of is to
create this series of dates in Excel, then import to Stata and merge
it, and then use [_n-1] to replace the missing values. But is there a
more straightforward way? I have a bunch of these files with different
date ranges and it's really inefficient.
Many thanks for any suggestions you can provide.
Mingfeng
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
