Goodmorning,
I MUST MATCHED WEEKLY FREQUENCY (first dataex)WITH INTERPOLATED VALUES OF THE QUARTERLY BALANCE SHEET DATA (Leverage in the second dataex), but i don't know the right codes to do it. What kind of merge could i do?
thank you so much
I MUST MATCHED WEEKLY FREQUENCY (first dataex)WITH INTERPOLATED VALUES OF THE QUARTERLY BALANCE SHEET DATA (Leverage in the second dataex), but i don't know the right codes to do it. What kind of merge could i do?
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int(Year Date) double(IBOVESPAVolatility ΔTbill Δslope IBOVESPAReturn LiqSpread ΔCreditSpread) byte IDBanks str23 Banks int WeeklyDate double MVEQUITY float qdate 2002 15348 .012692061 . -.1314168154315123 .0262252566223411 .072390887800724 .39399999999999835 1 "BANCO MACRO" 15348 14430 168 2002 15355 .023015997 .37732230348896145 .13026088107952738 -.08902193291336273 -.09331495227995745 -.884999999999998 1 "BANCO MACRO" 15355 11710 168 2002 15362 .010680493 -.30189828973762545 .020159170817152017 -.0060373602897914646 .02952963509808093 .1169999999999991 1 "BANCO MACRO" 15362 20070 168 2002 15369 .023952911 .02827947202238157 .2638796987947707 -.06395603046454154 -.026750360156409414 -.15499999999999936 1 "BANCO MACRO" 15369 17130 168 2002 15376 .014990005 .1561811834799105 .2596985153148612 .02299210560025744 -.016522098306484878 -.5370000000000008 1 "BANCO MACRO" 15376 13000 168 2002 15383 .019907446 -.15975358535492834 .042452100669788884 -.026394154101262887 .012216568288215157 .08999999999999986 1 "BANCO MACRO" 15383 10850 168 2002 15390 .01301358 .17382877133009433 -.35337667066030676 .047008590548649795 .10757550682664441 .08200000000000074 1 "BANCO MACRO" 15390 10580 168 2002 15397 .020320261 -.12805746491294823 -.07231920574735806 .07817140380549742 .14776690946930238 .0990000000000002 1 "BANCO MACRO" 15397 10310 168 2002 15404 .023104622 .2681483072242905 -.5524675129716483 .03150155832536656 .19906249999999925 .8709999999999987 1 "BANCO MACRO" 15404 10310 168 2002 15411 .02440369 -.2755283707873515 .17606085781570435 .008854831675471297 .2773671858331559 -.07199999999999918 1 "BANCO MACRO" 15411 8830 168 2002 15418 .017770565 .07602243603832726 -.3219615782226235 -.0034559457052963294 .31397266125587375 .15999999999999837 1 "BANCO MACRO" 15418 7790 168 2002 15425 .022991078 .15209135176896194 .0869470700084145 -.040659315610096836 .0746746319607432 -.4209999999999994 1 "BANCO MACRO" 15425 5630 168 2002 15432 .008785638 .012512408677489262 -.1825653386690762 -.006083202334318073 .017384314577449267 -.363999999999999 1 "BANCO MACRO" 15432 6540 169 2002 15439 .010458771 -.08987502883494791 .07230969016587263 .004507598019426833 .03724424972617513 -.15899999999999892 1 "BANCO MACRO" 15439 6490 169 2002 15446 .020104437 -.16717738661641235 .05048707678228492 .018357966985908532 .04971255673222341 -.20000000000000107 1 "BANCO MACRO" 15446 6260 169 2002 15453 .011614467 .144752400997322 .21573467578496341 -.0450494377703834 -.09603072983354544 .7699999999999996 1 "BANCO MACRO" 15453 6640 169 2002 15460 .020820078 -.10995660416518938 .8826912799501532 -.016552200952870803 -.1798138354135812 -1.5169999999999995 1 "BANCO MACRO" 15460 7100 169 2002 15467 .025020145 -.07518226298696007 .6608735429371126 -.0791856714749747 -.10567343555739672 -.6300000000000008 1 "BANCO MACRO" 15467 5980 169 2002 15474 .019673966 -.1487685354125361 1.1696420783496482 -.051850784963012285 -.04575805809789024 .129999999999999 1 "BANCO MACRO" 15474 5670 169 2002 15481 .016197998 .3683942178896329 -.3927521395399838 .05353896917616077 -.008067769261800528 1.2440000000000015 1 "BANCO MACRO" 15481 5310 169 2002 15488 .008366539 -.23139469524048106 .659642555700497 -.015668013231823083 .037650089161877176 -.2469999999999999 1 "BANCO MACRO" 15488 5470 169 2002 15495 .014226118 .03543146287589405 .9482110928246037 -.025639097661807553 -.9168942645337488 4.308999999999999 1 "BANCO MACRO" 15495 6500 169 2002 15502 .033435858 .2292350032116106 1.7649760896129898 -.06595415360848758 -.2996569920844321 .28300000000000125 1 "BANCO MACRO" 15502 7830 169 2002 15509 .039676681 .1780352447809772 .7709408448320154 -.03707825947944954 -.5796248358656921 17.239 1 "BANCO MACRO" 15509 6870 169 2002 15516 .038323622 -.019087878999431318 2.8850287238314465 -.1458913184089548 -1.142137486573576 -26.506 1 "BANCO MACRO" 15516 5920 169 2002 15523 .018449801 -.8407494917531215 1.2487782155845704 -.02907396877706609 -.8273257809818064 4.0909999999999975 1 "BANCO MACRO" 15523 6930 170 2002 15530 .022594672 .6533649149875531 .09541330059701458 .005785864186574847 -.7568290119131049 -.07900000000000063 1 "BANCO MACRO" 15530 13720 170 2002 15537 .02660689 -.3444458685427625 -1.7451408308602225 -.014716471508499399 -.5110762253619399 2.7260000000000026 1 "BANCO MACRO" 15537 13220 170 2002 15544 .03129674 .08677993488197089 2.911079234257805 -.09767585635453087 -.5889423076923075 -2.657 1 "BANCO MACRO" 15544 12120 170 2002 15551 .049122874 .5744095476512445 7.207669686606561 -.15446091975123605 -1.6362240982348437 -4.718 1 "BANCO MACRO" 15551 12240 170 2002 15558 .081392407 -.4487228842877542 -4.174607429105681 .05883487369357144 -1.4731067809820733 4.3729999999999976 1 "BANCO MACRO" 15558 11880 170 2002 15565 .025090972 -.3779152657963287 2.140307836690642 -.0253608263682803 -1.003139717425432 -1.6140000000000008 1 "BANCO MACRO" 15565 12500 170 2002 15572 .018767324 .4086079950040924 -2.973300158313446 .01595835366136341 -.7480891201821436 4.631 1 "BANCO MACRO" 15572 14800 170 2002 15579 .028160612 -.11354751560731735 -3.2067526427061317 .11298547933570664 -.6163571312408518 3.458000000000002 1 "BANCO MACRO" 15579 13460 170 2002 15586 .027766117 -.004286718278526891 -.9124659244276039 -.02966428942880603 -.479806138933764 1.338000000000001 1 "BANCO MACRO" 15586 12180 170 2002 15593 .020800318 .2707845053599449 .07474957021245388 -.024661200742951524 -.6271050521251009 -.360000000000003 1 "BANCO MACRO" 15593 12130 170 2002 15600 .019269413 -.17982463658340997 .9215742067958601 -.06815289957806811 -.7685139941240138 -3.0169999999999995 1 "BANCO MACRO" 15600 11770 170 2002 15607 .0239361 -.18835080007663585 5.709925006872499 -.16079134274791387 -1.07916388888889 -5.356999999999999 1 "BANCO MACRO" 15607 12180 170 2002 15614 .057440695 -.2839729361981993 .13889794307069536 -.06988762700174145 -.7551156607285296 2.437999999999999 1 "BANCO MACRO" 15614 13240 171 2002 15621 .035142467 .5229452970970208 -2.005047354026324 .004603754797814007 -.6835279870828854 2.1190000000000033 1 "BANCO MACRO" 15621 16290 171 2002 15628 .02472355 1.3722228233888023 .7587298225848755 -.07721294513984045 -1.4442979274611396 -1.9670000000000023 1 "BANCO MACRO" 15628 20670 171 2002 15635 .030295743 -2.0425561316740604 -2.1027140457410667 .07587122566281074 -.8496789808917207 2.8969999999999985 1 "BANCO MACRO" 15635 19800 171 2002 15642 .045135643 .8377891915379623 -1.3965032372790311 .053183586961119834 -.869678767302168 1.353000000000005 1 "BANCO MACRO" 15642 22480 171 2002 15649 .015158386 .17157229270848795 -1.077075529987514 .09882527074786003 -.7872551220881281 -2.5580000000000034 1 "BANCO MACRO" 15649 22370 171 2002 15656 .029562548 -.11710857212790948 -.293966957859606 -.015383800990101153 -1.0009785503995516 .18599999999999994 1 "BANCO MACRO" 15656 25350 171 2002 15663 .019523137 -.24665480583106625 -1.136312152028541 .023114807964292907 -.976223776223776 .495000000000001 1 "BANCO MACRO" 15663 22350 171 2002 15670 .015855872 .009600118842139516 .3250877291293204 .007146553409265216 -.7209205600998203 -.18599999999999994 1 "BANCO MACRO" 15670 21960 171 2002 15677 .023775626 .330586510480936 -1.4584987813516168 .03759087853938554 -1.103816167418958 -.09299999999999997 1 "BANCO MACRO" 15677 21990 171 2002 15684 .022099873 -.38686991581620145 1.0783711344645859 -.06198109608341492 -1.198086771925169 -.9030000000000022 1 "BANCO MACRO" 15684 21240 171 2002 15691 .016989963 .23969349964810505 -1.7553223651835204 .0956019613600524 -1.0651601225285434 .9110000000000014 1 "BANCO MACRO" 15691 20580 171 2002 15698 .022366045 .24256540424798612 -1.2618877694315032 .08147040972875264 -.4564907275320973 .9549999999999983 1 "BANCO MACRO" 15698 21480 171 2002 15705 .016403205 -.4151425628259311 .3032547933944265 -.027704287786282873 -.508474576271186 -2.094999999999999 1 "BANCO MACRO" 15705 22600 171 2003 15712 .030448911 .17510300251183075 -2.007848209117409 .11130760879342697 -.23966446974236089 1.3110000000000035 1 "BANCO MACRO" 15712 25250 172 2003 15719 .024395934 -.21206624382298056 -.35178196529442474 .04460057960794477 -.03514132925897684 .4969999999999999 1 "BANCO MACRO" 15719 20210 172 2003 15726 .01861142 -.2991892794422748 1.2324073141478493 -.1228952919864386 -.12515896993238496 -2.918000000000001 1 "BANCO MACRO" 15726 202090 172 2003 15733 .037217198 .38355302259633817 1.0238542915515136 -.13405120561748313 -.369357045143639 -.9830000000000005 1 "BANCO MACRO" 15733 197160 172 2003 15740 .02591384 .21123164778941828 -1.4263773562379054 .03436919355009913 -.40821790540540537 1.8859999999999992 1 "BANCO MACRO" 15740 235320 172 2003 15747 .027595871 -.1566591234223429 -.3957182328155646 -.006731291371422709 -.5080213903743314 .3919999999999977 1 "BANCO MACRO" 15747 237170 172 2003 15754 .021598079 -.06044462417540952 .2297263913598453 -.01803360050608257 -.6352515985543503 -.8829999999999991 1 "BANCO MACRO" 15754 244390 172 2003 15761 .014375719 -.07027326876500517 -.8440003398751461 -.025696084419150843 -.3097624670093069 .9610000000000021 1 "BANCO MACRO" 15761 255750 172 2003 15768 .019469027 .13896581133760844 -.7709661512127575 .018326175241423777 -.33940813464235564 -3.8810000000000002 1 "BANCO MACRO" 15768 254700 172 2003 15775 .031612085 -.08835284783729414 -.5306133033754632 .022696425957242913 -.2111241084165476 .5169999999999995 1 "BANCO MACRO" 15775 246280 172 2003 15782 .015070292 .02110426368527385 -.8847175670607381 .092492727682387 -.10156703424260094 .3600000000000012 1 "BANCO MACRO" 15782 253810 172 2003 15789 .023966823 .1610144177586461 -.3827319848193822 .02282700168097238 -.1650456822870625 .21699999999999875 1 "BANCO MACRO" 15789 301380 172 2003 15796 .016016645 -.13066805029991357 -.5560639345194707 .04894010044679511 -.08696656170340411 .6310000000000002 1 "BANCO MACRO" 15796 296350 173 2003 15803 .02100465 .11855083552895529 -.5776147700484247 .06777196113540117 .1595104232469975 .4039999999999999 1 "BANCO MACRO" 15803 300390 173 2003 15810 .019186463 .0035008868124277726 -.928115656860852 .0387440382027089 .07666826385561443 .6509999999999998 1 "BANCO MACRO" 15810 328590 173 2003 15817 .008303493 -.1168552283690314 -.33526042849182147 .04850989371016489 .18908231458842728 .27500000000000036 1 "BANCO MACRO" 15817 370060 173 2003 15824 .023567423 .1560930533286733 -.534353481820494 .06496380323101883 .3861301896463356 .3279999999999994 1 "BANCO MACRO" 15824 345440 173 2003 15831 .032384883 -.3718773493815437 -.321476132438951 -.03843068458413457 .22585229146060115 -.6229999999999993 1 "BANCO MACRO" 15831 374240 173 2003 15838 .028018313 .5374984219723302 -1.3569745544112806 .11680084305372364 .35434107174026863 .9749999999999996 1 "BANCO MACRO" 15838 368820 173 2003 15845 .021091283 -.7532877833254705 1.8283132289141903 -.10065489452723074 .28586006315439505 -2.3070000000000004 1 "BANCO MACRO" 15845 366210 173 2003 15852 .0212181 .4137617444421462 -.8474485155279581 .035735237736054255 .2055054690089495 .7949999999999999 1 "BANCO MACRO" 15852 247190 173 2003 15859 .0248428 .11481279772211828 -.15726131325007486 .024195399655260984 .18531334231805907 -.1899999999999995 1 "BANCO MACRO" 15859 380270 173 2003 15866 .009931402 .009829507354895739 -.8200908206049693 .07623637549134085 .34940950384346614 .6430000000000007 1 "BANCO MACRO" 15866 411260 173 2003 15873 .012664787 -.37888917148646684 -.4122016491185043 -.011945138533068203 .5257660167130922 .3540000000000001 1 "BANCO MACRO" 15873 431030 173 2003 15880 .016225199 .14561808526462094 .5151802656168751 -.04848581072261769 .42879553773749457 -.4590000000000005 1 "BANCO MACRO" 15880 458780 173 2003 15887 .018258746 -.0021319957134018352 .717312261330278 .023321546907377075 .582438852718635 -.7190000000000003 1 "BANCO MACRO" 15887 442670 174 2003 15894 .011944166 -.24143867370081828 .8717509350310948 .011889329807207367 .7768508863399379 -.5519999999999996 1 "BANCO MACRO" 15894 435670 174 2003 15901 .019644326 .2964987496814988 .08425218534959633 .0059823991942208506 .8429555788737328 .19900000000000073 1 "BANCO MACRO" 15901 408450 174 2003 15908 .007760981 -.30068326439892434 -.3900645502514797 .006010630522724363 1.0526350415512455 .5439999999999987 1 "BANCO MACRO" 15908 446400 174 2003 15915 .008996759 .32408525762217977 .8878501921263426 -.02337451618787185 .49124012366884173 -.8680000000000003 1 "BANCO MACRO" 15915 439090 174 2003 15922 .037855456 -.3632649017187335 1.3951150938450745 -.08498472895574839 .5118499012508231 -1.1719999999999997 1 "BANCO MACRO" 15922 418090 174 2003 15929 .009255554 .22651660257298456 -.5674015087279107 .04635079128422273 .6835518040383972 .6740000000000013 1 "BANCO MACRO" 15929 410090 174 2003 15936 .011166776 -.046496190792544745 -.3929053179353641 .04746809943702072 .9137935634483911 1.0859999999999994 1 "BANCO MACRO" 15936 386810 174 2003 15943 .016515608 -.18866612693121443 -.06623919100415154 .05328244113154472 .4686225941422588 .4280000000000008 1 "BANCO MACRO" 15943 385490 174 2003 15950 .006571103 .2279560214531422 .016804787542707977 .04006186101289099 .6137850075465368 -.04300000000000104 1 "BANCO MACRO" 15950 387050 174 2003 15957 .019893369 .14264969976329844 -.24084491222059246 .03743918910801076 .7600136939404312 .19200000000000017 1 "BANCO MACRO" 15957 391080 174 2003 15964 .014016861 -.1595648716106508 -.14528004060993993 .04098077302665778 .9596864231564437 .31599999999999895 1 "BANCO MACRO" 15964 442970 174 2003 15971 .009061996 .0311407686510492 .1185791907390108 .005997220986978203 .3618590293260153 -.019000000000000128 1 "BANCO MACRO" 15971 438080 174 2003 15978 .019163228 .0675317292266504 .0740474615123583 -.030793812533127376 .38258240819812084 -.1120000000000001 1 "BANCO MACRO" 15978 428910 174 2003 15985 .013523174 .08720514955927516 -.5681576880469148 .10484613630586614 .4675821310620547 .5930000000000017 1 "BANCO MACRO" 15985 466910 175 2003 15992 .011056989 -.0624504924752074 -.4457071955717069 .05320164613397361 .5884425651867504 .48299999999999876 1 "BANCO MACRO" 15992 474790 175 2003 15999 .022436905 -.0882423173559932 .3475351217842846 .005100615558320503 .6368871052172391 -.22199999999999953 1 "BANCO MACRO" 15999 486980 175 2003 16006 .016380801 .12613700715758291 .22639811462670245 -.009256213961080348 .2992125984251963 -.26699999999999946 1 "BANCO MACRO" 16006 531060 175 2003 16013 .020031645 -.009696640885715091 -.517905244487582 .017780642436967895 .30292768341796616 .15699999999999914 1 "BANCO MACRO" 16013 524770 175 2003 16020 .011411688 -.19248222266008774 .3165769781725052 -.020419026291627458 .4078106099879042 -.125 1 "BANCO MACRO" 16020 526400 175 2003 16027 .015297021 .024887987614113705 .05868899055839094 .006277206310925223 .46452611876807914 -.22199999999999953 1 "BANCO MACRO" 16027 520840 175 2003 16034 .014366502 -.13304424988713492 -.14226675955447377 .05522106676924526 .2817622950819674 .44200000000000017 1 "BANCO MACRO" 16034 557240 175 2003 16041 .013285041 .20467928814012026 -.2519460476945934 .03172546025063057 .3737839221710182 .13699999999999957 1 "BANCO MACRO" 16041 582100 175 end format %tdnn/dd/CCYY Date format %tdnn/dd/CCYY WeeklyDate format %tq qdate
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input byte(IDBanks q) int Year double Leverage float qdate 1 1 2002 2.39737680643967 168 1 2 2002 2.42244787779666 169 1 3 2002 2.45271033932905 170 1 4 2002 2.48996286161063 171 1 5 2003 2.3503532301529835 172 1 6 2003 2.456818859338131 173 1 7 2003 2.829964600697025 174 1 8 2003 4.117810608906825 175 1 9 2004 4.481374746590397 176 1 10 2004 4.456508351935955 177 1 11 2004 4.569434319723265 178 1 12 2004 6.997328406381283 179 1 13 2005 7.296619345752765 180 1 14 2005 6.991131729516638 181 1 15 2005 6.524052441025061 182 1 16 2005 6.369486846574927 183 1 17 2006 4.836865621473556 184 1 18 2006 5.57448493338939 185 1 19 2006 6.263159060056266 186 1 20 2006 6.265708903371394 187 1 21 2007 6.883477322168593 188 1 22 2007 7.329305770785952 189 1 23 2007 7.771726055669559 190 1 24 2007 7.30553686404654 191 1 25 2008 7.583116993875344 192 1 26 2008 7.652673612767871 193 1 27 2008 8.621868576567318 194 1 28 2008 7.961734319819271 195 1 29 2009 8.480099959109506 196 1 30 2009 8.6356533275875 197 1 31 2009 8.411397854092838 198 1 32 2009 7.99667440851661 199 1 33 2010 7.823251289030501 200 1 34 2010 8.41238277537936 201 1 35 2010 8.293571348825793 202 1 36 2010 8.072642060545526 203 1 37 2011 8.274631759020245 204 1 38 2011 8.80452129997671 205 1 39 2011 8.652525023691899 206 1 40 2011 8.780944886294293 207 1 41 2012 8.987928663317572 208 1 42 2012 8.648995876069453 209 1 43 2012 8.329643206099492 210 1 44 2012 7.804202871548186 211 1 45 2013 7.729310111731675 212 1 46 2013 7.559215548895276 213 1 47 2013 7.392752141438819 214 1 48 2013 6.87284940325805 215 1 49 2014 6.9536051847154745 216 1 50 2014 7.336326250152801 217 1 51 2014 6.662221513836199 218 1 52 2014 6.526003155114635 219 1 53 2015 6.4764036847110384 220 1 54 2015 6.87354445624491 221 1 55 2015 6.742120455726722 222 1 56 2015 6.610696455208533 223 2 1 2002 9.929571254141766 168 2 2 2002 7.934754992453964 169 2 3 2002 10.580619709369945 170 2 4 2002 8.028281740449984 171 2 5 2003 8.147199724814403 172 2 6 2003 8.50879773336715 173 2 7 2003 8.870558469945355 174 2 8 2003 9.44714770420653 175 2 9 2004 10.662099480322434 176 2 10 2004 11.387637212383586 177 2 11 2004 11.866808903994473 178 2 12 2004 9.866269744175298 179 2 13 2005 9.920797058195513 180 2 14 2005 10.154773740545588 181 2 15 2005 8.973258394307466 182 2 16 2005 8.872234807085244 183 2 17 2006 9.098231952962099 184 2 18 2006 9.419985691333796 185 2 19 2006 9.448319125199248 186 2 20 2006 9.636131780470935 187 2 21 2007 9.555615751469087 188 2 22 2007 9.822915343894348 189 2 23 2007 10.260819460611891 190 2 24 2007 10.70721646878192 191 2 25 2008 11.43448683223054 192 2 26 2008 10.344208410847184 193 2 27 2008 10.77442414396183 194 2 28 2008 12.439868228883674 195 2 29 2009 13.349633113268988 196 2 30 2009 12.156438948769596 197 2 31 2009 9.864124637310121 198 2 32 2009 9.01822843341744 199 2 33 2010 8.743508618631447 200 2 34 2010 10.19236355478732 201 2 35 2010 10.355128649062692 202 2 36 2010 8.695218866721023 203 2 37 2011 11.627883928811455 204 2 38 2011 10.1755517711801 205 2 39 2011 10.821565191587226 206 2 40 2011 10.08351952830435 207 2 41 2012 9.68350128687991 208 2 42 2012 8.917999210744684 209 2 43 2012 8.561695465639092 210 2 44 2012 8.726644096886632 211 end format %tq qdate
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