I have downloaded several monthly datasets from the Bloomberg terminal to excel files. When choosing monthly data, Bloomberg always gives you the last date in each month (31/01/1985, 28/02/1985, 29/03/1985, etc...). One of the variables is attached, the Baltic Dry Index
When importing the excel file into STATA with the time variable named "Date", I run the following code:
Code:
. tsset Date Time variable: Date, 31jan1985 to 31jan2022, but with gaps Delta: 1 day
Code:
. tsset Date, monthly warning: Variable Date had been formatted %td (a daily period), and you asked for a monthly period. Are you sure that is what you want? Format has been changed. Date is now formatted %tm. Time variable: Date, 2723m7 to 3849m9, but with gaps Delta: 1 month
0 Response to Can't correctly convert timeseries time variable daily to monthly format in STATA 17.
Post a Comment