Differences in value depending on date

[Frank de Vries]

Hello everyone!

I'm struggling to make stata to add and subtract dates from certain other dates. For example: using CRSP data on Apple stock prices I would like to be able to find stock price for certain date (t=0) and the stock price 5 days before (t=-5) and 5 days after (t=+5) that date. I need the absolute and relative differences between those values. What is the best command to use?

Thank you in advance,

Frank

[Maarten Buis]

If you xtset your data, you can use the lag and difference operators. See help xtset and help tsvarlist

[Amin Sofla]

https://www.stata.com/support/faqs/d...ged-variables/

[Nick Cox]

But you also need a business calendar given the lack of data at weekends.

[Amin Sofla]

But you also need a business calendar given the lack of data at weekends.

I do agree with Nick.
See here for more info.

[Frank de Vries]

Thanks for your quick responses, this helped a lot!