I have one Stata file with weekly data and one with daily data that I have listed below:
Weekly:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int date float logreturns 18263 . 18270 .005912311 18277 -.02824102 18284 -.02903412 18291 -.01994818 18298 .014344783 18305 .02588445 18312 -.0034485045 18319 .017997647 18326 .023993673 18333 .013462635 18340 -.0000857589 18347 .010555468 18354 .007054226 18361 .02104243 18368 -.0024789916 18375 -.0015649385 18382 -.06737653 18389 .025631474 18396 -.07706712 18403 .028944694 18410 -.000208626 18417 -.014605192 18424 .02651237 end format %td date
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int date double LIBOR 18266 .25438 18267 .2525 18268 .25 18269 .24938 18270 .25125 18273 .25125 18274 .25125 18275 .25125 18276 .25125 18277 .25125 18280 .24875 18281 .249 18282 .24888 18283 .24888 18284 .24906 18287 .24875 18288 .24875 18289 .24875 18290 .24875 18291 .24906 18294 .24906 18295 .25031 18296 .24906 18297 .24875 18298 .24969 end format %td date
I have to merge these Stata files and I want to use the following command:
Code:
joinby date using 'filename', unmatched(both)
One of the codes I used to transform the weekly data to daily data is the following code:
Code:
gen wdate = wofd(daily(string(date, "%8.0f"), "DMY")) format wdate %tw
I already looked at the Stata datetime and datetime translation guides but I can't get it to work.
Really hope you can help me, thank you!
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