De trending// De seasonalising data - find weekly mean

[selina gravette]

Hiya,

for my project i have daily stock market data (returns and volatility) and daily weather (cloud cover, rain, temp).

How do i get stata to take a weekly average and then subtract it from the daily value in order to just see the excess value from the mean?

Also, does anyone know how to make a graph showing the returns for specific observations only. - By this i mean, cloud cover is measured one to 8. how do i make a graph against the returns for only the values that are 0 and 8, so ommitting certain observation values

thank you so much!!

if you could write the do file commands would be great

[Clyde Schechter]

There are many ways your data might be organized that are consistent with your description, and each would require a somewhat different approach. In order to get a helpful response, you need to show some example data. Be sure to use the -dataex- command to do this. If you are running version 15.1 or a fully updated version 14.2, -dataex- is already part of your official Stata installation. If not, run -ssc install dataex- to get it. Either way, run -help dataex- to read the simple instructions for using it. -dataex- will save you time; it is easier and quicker than typing out tables. It includes complete information about aspects of the data that are often critical to answering your question but cannot be seen from tabular displays or screenshots. It also makes it possible for those who want to help you to create a faithful representation of your example to try out their code, which in turn makes it more likely that their answer will actually work in your data.



When asking for help with code, always show example data. When showing example data, always use -dataex-.

[selina gravette]

Ah okay, I'll try it out now. Are you at all familiar with time series data ? I am not sure what squared and lagged variables im meant to include in a GARCH regression, if you are familiar can I provide more details?

[Nick Cox]

#3 is really a new question. I suggest that you start a new thread on "Squared and lagged variables in GARCH". Most of the FAQ Advice remains relevant to such a new question.

EDIT But you have done that already. Anyone interested in #3 please follow https://www.statalist.org/forums/for...del-regression