Generating weeks from date

[Nihar Singh]

I want to create a variable, "ymw," where y refers to the year, m refers to months, and w refers to the week. I have date data available from 5th April 1996.

Data ex-

input str66 CompanyName str10 Date str9 MarketCapitalization double Returns
"20Th Century Finance Corpn. Ltd. [Merged]" "05-04-1996" "821.10" 0
"3M India Ltd." "05-04-1996" "1915.06" 1.49
"3P Land Holdings Ltd." "05-04-1996" "238.50" -1.85
"63 Moons Technologies Ltd." "05-04-1996" "66.00" -4.35
"A B B India Ltd." "05-04-1996" "19104.22" 0
"A B C Bearings Ltd. [Merged]" "05-04-1996" "418.97" -3.33
"A B C Gas (International) Ltd." "05-04-1996" "5.94" 9.09
"A B C India Ltd." "05-04-1996" "74.03" 2.78
"A B N Granites Ltd." "05-04-1996" "25.97" 7.69
"A C C Ltd." "05-04-1996" "34253.07" 3.23
"A C E Edutrend Ltd." "04-04-1996" "28.45" -2.7
"A C E Laboratories Ltd." "05-04-1996" "156.57" 0
"A C I Infocom Ltd." "05-04-1996" "79.21" 0
"A D C India Communications Ltd." "04-04-1996" "322.00" 0
"A D F Foods Ltd." "05-04-1996" "280.28" 1.96
"A D M Agro Inds. Latur & Vizag Pvt. Ltd." "04-04-1996" "159.43" 16.67
"A E C (India) Ltd." "05-04-1996" "170.87" 0
"A E C Enterprises Ltd." "05-04-1996" "256.90" 6.25
"A G I Greenpac Ltd." "05-04-1996" "922.40" -2.13
"A J Brothers Ltd." "04-04-1996" "49.27" 0
"A K C Synthetics Ltd." "05-04-1996" "5.28" -21.43
"A K G Acoustics (India) Ltd." "05-04-1996" "143.79" 4.17
"A K S Credits Ltd." "05-04-1996" "66.31" -1.45
"A M I Computers (I) Ltd." "04-04-1996" "39.81" -7.14
"A M J Land Holdings Ltd." "05-04-1996" "869.20" 0
"A N G Industries Ltd." "05-04-1996" "28.52" -25
"A P M Industries Ltd." "05-04-1996" "82.12" -5
"A P T Packaging Ltd." "05-04-1996" "0.00" 0
"A S I Industries Ltd." "05-04-1996" "286.71" -4.65
"A S M Technologies Ltd." "04-04-1996" "27.00" -5.26
"A T N International Ltd." "05-04-1996" "147.82" -1.3
"A T V Projects India Ltd." "05-04-1996" "1088.91" 5.13
"A V I Export (India) Ltd." "04-04-1996" "135.77" 0
"A V I Industries Ltd." "05-04-1996" "104.48" 0
"A V I Products India Ltd." "05-04-1996" "22.62" 0
"A V T Natural Products Ltd." "04-04-1996" "22.88" 23.81
"A Y M Syntex Ltd." "05-04-1996" "158.12" -3.85
"Aadhya Ceramics Ltd." "05-04-1996" "31.05" 12.5
"Aadi Industries Ltd." "05-04-1996" "27.54" -8.33
"Aakar Engineering & Mfg. Co. Ltd." "05-04-1996" "32.50" 0
"Aankit Granites Ltd." "05-04-1996" "34.69" 6.25
"Aarey Drugs & Pharmaceuticals Ltd." "05-04-1996" "45.00" 0
"Aarti Drugs Ltd." "04-04-1996" "127.50" 0
"20Th Century Finance Corpn. Ltd. [Merged]" "12-04-1996" "821.10" 0
"3M India Ltd." "12-04-1996" "1915.06" 1.49
"3P Land Holdings Ltd." "12-04-1996" "238.50" -1.85
"63 Moons Technologies Ltd." "12-04-1996" "66.00" -4.35
"A B B India Ltd." "12-04-1996" "19104.22" 0
"A B C Bearings Ltd. [Merged]" "12-04-1996" "418.97" -3.33
"A B C Gas (International) Ltd." "12-04-1996" "5.94" 9.09
"A B C India Ltd." "12-04-1996" "74.03" 2.78
"A B N Granites Ltd." "12-04-1996" "25.97" 7.69
"A C C Ltd." "12-04-1996" "34253.07" 3.23
"A C E Edutrend Ltd." "12-04-1996" "28.45" -2.7
"A C E Laboratories Ltd." "11-04-1996" "156.57" 0
"A C I Infocom Ltd." "12-04-1996" "79.21" 0
"A D C India Communications Ltd." "11-04-1996" "322.00" 0
"A D F Foods Ltd." "12-04-1996" "280.28" 1.96
"A D M Agro Inds. Latur & Vizag Pvt. Ltd." "11-04-1996" "159.43" 16.67
"A E C (India) Ltd." "12-04-1996" "170.87" 0
"A E C Enterprises Ltd." "12-04-1996" "256.90" 6.25
"A G I Greenpac Ltd." "12-04-1996" "922.40" -2.13
"A J Brothers Ltd." "11-04-1996" "49.27" 0
"A K C Synthetics Ltd." "12-04-1996" "5.28" -21.43
"A K G Acoustics (India) Ltd." "12-04-1996" "143.79" 4.17
"A K S Credits Ltd." "12-04-1996" "66.31" -1.45
"A M I Computers (I) Ltd." "11-04-1996" "39.81" -7.14
"A M J Land Holdings Ltd." "12-04-1996" "869.20" 0
"A N G Industries Ltd." "12-04-1996" "28.52" -25
"A P M Industries Ltd." "12-04-1996" "82.12" -5
"A P T Packaging Ltd." "12-04-1996" "0.00" 0
"A S I Industries Ltd." "12-04-1996" "286.71" -4.65
"A S M Technologies Ltd." "11-04-1996" "27.00" -5.26
"A T N International Ltd." "12-04-1996" "147.82" -1.3
"A T V Projects India Ltd." "12-04-1996" "1088.91" 5.13
"A V I Export (India) Ltd." "11-04-1996" "135.77" 0
"A V I Industries Ltd." "12-04-1996" "104.48" 0
"A V I Products India Ltd." "12-04-1996" "22.62" 0
"A V T Natural Products Ltd." "11-04-1996" "22.88" 23.81
"A Y M Syntex Ltd." "12-04-1996" "158.12" -3.85
"Aadhya Ceramics Ltd." "12-04-1996" "31.05" 12.5
"Aadi Industries Ltd." "12-04-1996" "27.54" -8.33
"Aakar Engineering & Mfg. Co. Ltd." "12-04-1996" "32.50" 0
"Aankit Granites Ltd." "12-04-1996" "34.69" 6.25
"Aarey Drugs & Pharmaceuticals Ltd." "12-04-1996" "45.00" 0
"Aarti Drugs Ltd." "11-04-1996" "127.50" 0
end

[Nick Cox]

You need to define what you mean by week. There are many possible definitions.

1. A week begins on a certain day (e.g. Sunday or Monday) and ends 6 days later. Weeks so defined can cross not just months but also years.

2. Stata's definition.

3. ISO weeks.

4. Any other definition.

[Nihar Singh]

I have weekly returns data obtained on the last trading day of each week, and the date corresponds to the last trading day of each week for each stock.

[Joro Kolev]

1. Create a Stata data variable from your date, something like

gen statadate = date(Date,"DMY")

(I cannot figure out from your data what comes first, the day or the month. If the month comes first then date(Date,"MDY")

2. Create a year and month variables. See the date functions, they would be probably something like year(statadate) and month(statadate)

3. Create your week variable from some statement like

sort CompanyName year month statadate
by CompanyName year month: gen week = _n

4. Create your new date variable YearMonthWeek from the components you created above. There must be some FAQ on "creating dates from numerical components".

[Nihar Singh]

Kolev- Thank you for the codes. I was able to generate a week variable. For YearMonthWeek, I tried searching on the Stata list but could not find any code.