Dear All, Suppose that I have daily trading data for many years. (A sample of two-year data is "here"). I wish to generate a variable, say, event, which is equal to 0 on March 15 for each year. For trading data befoer March 15, `event' is equal to -1, -2, and so on. Similarly, for trading data after March 15, `event' is equal to 1, 2, and so on. Any suggestions are highly appreciated.