Dear Statalist,
I have a dataset that consist of an unique identifier (ID) with a daily price.
I would like to know how I can determine the highest price for each month for each unique identifier. As months do not always consist of an equal amount of days a simple 30-day rolling window does not satisfies. Any ideas? Much appreciated!!!
Huib
I have a dataset that consist of an unique identifier (ID) with a daily price.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input double permco float(id price year month day) 7960 5 . 1986 1 13 7960 5 . 1986 1 14 7960 5 7.25 1986 1 15 7960 5 7 1986 1 16 7960 5 6.875 1986 1 17 7960 5 . 1986 1 20 7960 5 . 1986 1 21 22156 7 12.833333 1963 1 2 22156 7 12.75 1963 1 3 22156 7 12.666667 1963 1 4 22156 7 12.583333 1963 1 7 22156 7 12.708333 1963 1 8 22156 7 12.75 1963 1 9 22156 7 13 1963 1 10 22156 7 13 1963 1 11 22156 7 12.854167 1963 1 14 22156 7 12.875 1963 1 15 22156 7 12.875 1963 1 16 22156 7 12.854167 1963 1 17 22156 7 12.916667 1963 1 18 22156 7 12.9375 1963 1 21 22156 7 12.916667 1963 1 22 22156 7 13.1875 1963 1 23 22156 7 13.354167 1963 1 24 22156 7 13.583333 1963 1 25 22156 7 13.5 1963 1 28 22156 7 13.291667 1963 1 29 22156 7 13.166667 1963 1 30 22156 7 13.458333 1963 1 31 22156 7 13.458333 1963 2 1 22156 7 13.4375 1963 2 4 22156 7 13.458333 1963 2 5 22156 7 13.645833 1963 2 6 22156 7 13.5 1963 2 7 22156 7 13.583333 1963 2 8 22156 7 13.625 1963 2 11 22156 7 13.625 1963 2 12 22156 7 13.833333 1963 2 13 22156 7 13.958333 1963 2 14 22156 7 13.916667 1963 2 15 22156 7 13.895833 1963 2 18 22156 7 14 1963 2 19 22156 7 14.083333 1963 2 20 22156 7 14.5 1963 2 21 22156 7 14.666667 1963 2 25 22156 7 14.5625 1963 2 26 22156 7 14.416667 1963 2 27 22156 7 13.875 1963 2 28 22156 7 13.979167 1963 3 1 22156 7 13.916667 1963 3 4 22156 7 13.875 1963 3 5 22156 7 13.5 1963 3 6 22156 7 13.666667 1963 3 7 22156 7 13.833333 1963 3 8 22156 7 14 1963 3 11 22156 7 13.75 1963 3 12 22156 7 13.791667 1963 3 13 22156 7 13.75 1963 3 14 22156 7 13.541667 1963 3 15 22156 7 13.625 1963 3 18 22156 7 13.708333 1963 3 19 22156 7 13.958333 1963 3 20 22156 7 13.916667 1963 3 21 end
Huib
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