Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| 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 12:50:01 +0500 |
Sorry for not being clear and having some illogical statements in my do file. I hope it would be clear now use "D:Research Output/data1.dta" generate datenew1 = date(date1, "DMY") format datenew1 %td ren datenew1 date sort date save "D:Research Output/data1.dta", replace use "D:Research Output/data2.dta" generate datenew2 = date(date2, "DMY") format datenew2 %td ren datenew2 date sort date save "D:Research Output/data1.dta", replace merge 1:1 date using D:Research Output/data1.dta" save "D:Research Output/finaldata.dta", replace I hope I am going in right direction this time. On Wed, Aug 17, 2011 at 12:32 PM, Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> wrote: > I am not sure what your new do-file is trying to do, but there are a > number of syntactical inconsistencies. For example, it should be > > save `data1' > > not > > save date1 > > as "data1" is the name of the -tempfile- declared at the top of the do-file. > > It might be easier to point you in the right direction if you could > make your aim clearer. > > T > On Wed, Aug 17, 2011 at 12:25 AM, Muhammad Anees <anees@aneconomist.com> wrote: >> 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/ >> > > > > -- > 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/