Friday, March 03, 2006

st: RE: date data manipulation

Hi,

I had asked a similar question earlier on. My solution would be

Generate a variable using _n so the missing dates don't matter.

gen a=_n

And then

gen Trading_ID = floor(a/3)

regards rajesh

-----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of bta78@mail.eco.utexas.edu Sent: 03 March 2006 03:01 To: statalist@hsphsun2.harvard.edu Subject: st: date data manipulation

Hi all - This may seem like a silly question, but I have data that look like this

Date Stock Price Event_dummy 12apr2002 43 0 13apr2002 44 0 16apr2002 45 0 17apr2002 49 0 18apr2002 46 0 18apr2002 48 0 .. 20sep2003 65 1 21sep2003 67 1 24sep2003 70 1 .. 09feb2004 60 0 10feb2004 61 0 11feb2004 59 0

what I want is to split up the data into 3-day chunks (making sure that one of those 3 day chunks is the event period), so I can collapse them by mean stock price. As you can see, I'm just using trading days, which means there are gaps in the dates for weekends/holidays/etc. I don't care about days at the beginning or end of the data (in case they aren't perfectly divisible by 3). Here's what I want:

Date Stock Price Event_dummy Trading_ID 12apr2002 43 0 1 13apr2002 44 0 1 16apr2002 45 0 1 17apr2002 49 0 2 18apr2002 46 0 2 18apr2002 48 0 2 .. 20sep2003 65 1 45 21sep2003 67 1 45 24sep2003 70 1 45 .. 09feb2004 60 0 60 10feb2004 61 0 60 11feb2004 59 0 60

Is there a quick way to do this?

Thanks, Ben

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