I am in the currently writing my dissertation in which I need to forecast future GDP growth using asset prices such as the S&P index prices.I want to run a forecast regression but the observation dates on my data do not align, that is I have quarterly data for S&P index that is recorded on the last day of each quarter, for example 31/03/1999 which I want to use to forecast GDP growth however this has a measurement lag (as its growth from the last quarter) so the observation date for the corresponding GDP growth data is 01/04/1999.All the data i have worked with on the past has variables which are recorded on the same date/time period , so i was wondering how I can transfer the data on to stata so that my X and Y variable data 'align' within the data editor allowing me to run the relevant regressions or just how I would run this regression within stata.
If you feel i have not framed my question appropriately or have missed anything out please do not hesitate to ask for more information.
I hope this makes sense to you all and thank you for any advice in advanced!
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