Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Convert quarterly to weekly data

    Hi everybody,

    I need your help on the following topic: i want to to convert quartetly data (the total assets of a bank) to weekly.
    Please finf attached the related file.

    Can everyone help me?

    Thanks in advance.

    KM
    Attached Files

  • #2
    Posting Excel attachments on this forum is not a good idea. Some of us don't use Microsoft Office. Some of us who do still don't want to download files that could contain active content from a stranger. Everyone here uses Stata. Import your data into Stata, -list- some relevant examples of your data, and post those results in a code block. You're more likely to get a response that way.

    Comment


    • #3
      kmoutsia (please, as per FAQ re-register with your full name and surname. Just click on the Contact us button, bottom right of the scren page):
      I second Clide's opinion and I'm not going to open your attached file. For the future, please follow Clyde's guidance on how to post exactly what you typed and what Stata geve you back (as per FAQ, that you are urged to read).
      Anyway, something like follows can do the trick:
      Code:
      gen double weekly_date = wofd(dofq( quarterly_date ))
      format weekly_date %tw
      di  %tw w_d  /// check if date format is correct


      Kind regards,
      Carlo
      Kind regards,
      Carlo
      (Stata 19.0)

      Comment


      • #4
        I don't see the point of mapping a quarterly series to a weekly series if it just means relabelling one week in each quarter and creating implicit or explicit gaps for all the other weeks in the same quarter.

        There is some technique for mapping quarterly to weekly if and only if a predictive relationship exists with other variable(s) themselves measured weekly.I don't know if that is what is expected here. The original question may be expecting this, but I join others in not opening the spreadsheet.

        Comment


        • #5
          Thank you very much for your responses and i really apologise for the way that I do the post.

          Comment


          • #6
            If what you want is to disaggregate your quarterly series into weekly series using an indicator, one of the techniques that Nick mentions is the Denton method of interpolation, implemented in the user written command denton. You should not blindly apply the method though, but you should read its assumptions.
            Jorge Eduardo Pérez Pérez
            www.jorgeperezperez.com

            Comment

            Working...
            X