Hi,

I am looking at the outcome of the FOMC meetings (eight meetings each year) spread out over 10 years of daily data. When searching for similar topics I have not encountered any similar posts regarding rare unevenly distributed time series data.

I am only interested in the FOMC meetings and the response to those meetings as well as how the response to FOMC meetings have changed over time. However, I am struggling to declare the dataset to be time series data (the dataset consists of thousands of trading days, only some of which are FOMC-days). The reason I want to declare the dataset as time series is to create a moving average (but only for days when the meeting have occurred meeting 1, meeting 2… meeting n and not for the “regular” days actually being in between) of the response to those meetings for the past 12 months.

When declaring the Date variable as time series, of course all dates are included and not only the ones of interest. I have also tried to number the FOMC meetings using
and then tried to declare the dataset to be time series unit. Is that the best way to work with Time Series for this kind of task? But when using the meetingID as the Time Series and creating the moving average, and presenting it in a time series line graph, the x-axis (the Time unit) is presenting the MeetingID and not the years/dates.

Extremely grateful for help. Thanks beforehand!

/Axel

I am looking at the outcome of the FOMC meetings (eight meetings each year) spread out over 10 years of daily data. When searching for similar topics I have not encountered any similar posts regarding rare unevenly distributed time series data.

I am only interested in the FOMC meetings and the response to those meetings as well as how the response to FOMC meetings have changed over time. However, I am struggling to declare the dataset to be time series data (the dataset consists of thousands of trading days, only some of which are FOMC-days). The reason I want to declare the dataset as time series is to create a moving average (but only for days when the meeting have occurred meeting 1, meeting 2… meeting n and not for the “regular” days actually being in between) of the response to those meetings for the past 12 months.

When declaring the Date variable as time series, of course all dates are included and not only the ones of interest. I have also tried to number the FOMC meetings using

Code:

gen MeetingID = _n

Extremely grateful for help. Thanks beforehand!

/Axel

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