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Linn said
I have the following challenge related to creating new variables.
In my data I have daily settlement prices from a futures market. For
each date (day) I have the variables JAN, FEB---- DEC (12 months).
Every day there are registered prices for the next 3 months, meaning
that for a given date 27dec2007 I may have observations for JAN FEB
and MAR, and missing in all other months. Under is a part of these data:
There is a 'recipe' illustrating how to do various computations on
daily futures price series in section 10.6 of my book Introduction to
Stata Programming.
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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