yrmth date function

[Rochelle Zhang]

Dear Statalisters,

My data has a variable that is created using

gen yrmth=ym(year,mth)

then I run a rolling standard deviation
tsset firmid yrmth
quietly rolling sd_ret = r(sd), clear window(60) step(1) : summarize ret

so my output looks like


firmid start end std_ret
10001 311 370 .0513984
10001 312 371 .0509815



my question is how do I convert start end date back to year and month.

thanks,
Rochelle

[Nick Cox]

From what you say year and month are already variables in your data. There may be quicker solutions, but the functions you need are all documented in help dates and times. At most it's a matter of converting to daily dates and then extracting:

. di yofd(dofm(ym(2015, 2)))
2015

. di  month(dofm(ym(2015, 2)))
2

.

[Rochelle Zhang]

Thank you Nick !!!

my output data does not have year or month, as I posted above

firmid start end std_ret
10001 311 370 .0513984
10001 312 371 .0509815


i tried your code

. di yofd(311)
1960

. di month(311)
11

I assume I did the right thing. it is 1960 and November.

Best,
Rochelle

[Clyde Schechter]

Actually, you do have year and month in your data: the numbers 311, 370, etc. are just the way Stata records the information. To make these look like years and months to human eyes, you just have to apply display formats:

format start end %tm
list

[Rochelle Zhang]

Thank you Clyde

[Nick Cox]

Your first post referred to variables year mth

[Rochelle Zhang]

Thank you Nick again!

You are right, my first post referred to variables year mth,

but after running rolling , I have only start and end variables, I did not know how to make they appear as year and month.

this might be another silly question,

I did
format start end %tm now the data shows as
firmid start end std_ret
10001 1985m12 1990m11 .0513984
10001 1986m1 1990m12 .0509815


I want to keep only observations that are from month December for end variable.

I did

gen mth=month(dofm(end))

this works for month,

but I want to get year 1990 for 1990m11,

this was not incorrect

gen year=year(end)

or
gen year=dofy(end)

can someone point out my error?

[Clyde Schechter]

The variable end is a monthly date. You did the right thing in your -gen mth = ...- statement. You just have to do the analogous thing to extract its year:

gen year = year(dofm(end))

[Rochelle Zhang]

thanks!!!