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| From | Muhammad Anees <anees@aneconomist.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: How to Match Observations Over Different Date variables |
| Date | Wed, 17 Aug 2011 12:25:04 +0500 |
Thanks tirthankar! You suggestion does the job!. I appreciate your suggestion. However, looking into the suggestion, I tried a version of a do file, which looks like below! I would appreciate if you correct me. generate datenew1 = date(date1, "DMY") format mydate %td ren datenew1 date sort date save date1 generate datenew2 = date(date2, "DMY") format mydate %td ren datenew2 date sort date save date2 merge 1:1 dates using `data1', On Wed, Aug 17, 2011 at 11:44 AM, Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> wrote: > /*******************************************/ > clear* > tempfile data1 data2 > input str10 date str1 comma float year float stock1 > Jan1,2005 40 > Jan2,2005 40 > Jan3,2005 40 > Jan4,2005 40 > Jan5,2005 40 > Jan8,2005 40 > Jan9,2005 40 > Jan10,2005 40 > Jan11,2005 40 > Jan12,2005 40 > end > g datestr = date+"-"+string(year) > g dates = daily(datestr, "MDY") > drop date comma year datestr > format dates %td > save `data1', replace > > clear* > input str10 date str1 comma float year float stock2 > Jan1,2005 30 > Jan2,2005 30 > Jan3,2005 30 > Jan4,2005 30 > Jan8,2005 30 > Jan9,2005 30 > Jan11,2005 30 > Jan12,2005 30 > Jan13,2005 30 > Jan14,2005 30 > end > g datestr = date+"-"+string(year) > g dates = daily(datestr, "MDY") > drop date comma year datestr > format dates %td > save `data2', replace > > // merge > merge 1:1 dates using `data1', > > // create the individuals dates > g date1 = dates if(inlist(_merge, 3, 1)) > g date2 = dates if(inlist(_merge, 3, 2)) > format date* %td > > li > /*******************************************/ > > T > > On Tue, Aug 16, 2011 at 10:30 PM, Muhammad Anees <anees@aneconomist.com> wrote: >> Dear Listers! >> >> I have been working on stock prices of different firms from Jan 1, >> 2005 to October 30, 2010. The problem I face is that every stock price >> is obtained and is listed with somewhat different date variables and >> all the date variables are not axactly matching. I need to analyse >> stock prices after matching them over dates. I know how to format the >> date variables in Stata with the Help of Nick and others after a >> discussion on this list, but even working for weeks, I could not >> figure out how to match the stock prices over a similar date index. >> >> My example of data looks like below: >> >> Date1 Stock1 Date 2 Stock2 >> Jan1,2005 40 Jan1,2005 30 >> Jan2,2005 40 Jan2,2005 30 >> Jan3,2005 40 Jan3,2005 30 >> Jan4,2005 40 Jan4,2005 30 >> Jan5,2005 40 Jan8,2005 30 >> Jan8,2005 40 Jan9,2005 30 >> Jan9,2005 40 Jan11,2005 30 >> Jan10,2005 40 Jan12,2005 30 >> Jan11,2005 40 Jan13,2005 30 >> Jan12,2005 40 Jan14,2005 30 >> and so till last date on the date1 variable. >> >> Now what I want is to have the data like >> >> Date1 Stock1 Date 2 Stock2 >> Jan1,2005 40 Jan1,2005 30 >> Jan2,2005 40 Jan2,2005 30 >> Jan3,2005 40 Jan3,2005 30 >> Jan4,2005 40 Jan4,2005 30 >> Jan5,2005 40 . . >> jan6,2005 40 . . >> . . . . >> . . . . >> Jan9,2005 40 Jan9,2005 30 >> Jan10,2005 40 . . >> Jan11,2005 40 Jan112005 30 >> Jan12,2005 40 Jan122005 30 >> and so on. >> >> Now my new data should look like above. What I need is to have a >> missing value for date2 and stock2 if it has missing stock data on a >> date where date1 and stock1 has a stock data. It further implies both >> the stocks should be arranges on a single data variable if stock1 is >> present and stock is not, stock2 should treated is missing. It is >> evident that if both stocks are missing then it would not be a real >> problem is both have missing date. My real problem is that I could not >> arrange the the stocks over a single date variable. >> I would be thankful to your suggestion and guidance. >> >> Regards >> >> Muhammad Anees >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > > > > -- > Tirthankar Chakravarty > tchakravarty@ucsd.edu > tirthankar.chakravarty@gmail.com > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Regards Anees * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/