Converting daily data to monthly

[Raul Athwall]

Hi,

I have daily volatility data and I want to average the values in each month to get a monthly value on the 1st of each month. I am not entirely sure how to do this.

I can show the variable using the dataex command but I do not know or understand how to specify a time period since a lot of the data has missing values after reading the dataex manual.

[Nick Cox]

help datetime

as advised twice in your previous thread leads to the key detail that mofd() is the function to map daily dates to monthly dates. After that reach for egen.

[Joro Kolev]

Also in the user written -egenmore- there are some "first" and "last" useful to this context functions.