Dear StataList,
In some of the literature I read, authors deal with missing values for the VIX index via imputing. I'm trying to understand what this means but as I followed some code I found the values remained missing.
I'd be very grateful if someone could point me in the right direction.
The other alternative I have is to use the previous values or an average.
Thank you
In some of the literature I read, authors deal with missing values for the VIX index via imputing. I'm trying to understand what this means but as I followed some code I found the values remained missing.
I'd be very grateful if someone could point me in the right direction.
The other alternative I have is to use the previous values or an average.
Code:
dataex ----------------------- copy starting from the next line ----------------------------------------- copy up to and including the previous line ------------------ Listed 100 out of 4855 observations Use the count() option to list moreCode:* Example generated by -dataex-. For more info, type help dataex clear input int Year str24 Source str32 Destination double Industrial_FDI str3 country_code float Month str10 date float(VIX Time) byte _merge float Time_from_date 16070 "Switzerland" "Australia" 5.05197216363338 "AUS" 16070 "12/31/2003" 18.31 2003 3 2003 15795 "Singapore" "Australia" 65.3701585226344 "AUS" 15795 "03/31/2003" 29.15 2003 3 2003 15978 "Japan" "Australia" 4.66091820088557 "AUS" 15978 "09/30/2003" 22.72 2003 3 2003 15795 "Sweden" "Australia" 4.35801056817563 "AUS" 15795 "03/31/2003" 29.15 2003 3 2003 15978 "Denmark" "Australia" 89.6125565136332 "AUS" 15978 "09/30/2003" 22.72 2003 3 2003 15978 "Sweden" "Australia" 58.2614775110697 "AUS" 15978 "09/30/2003" 22.72 2003 3 2003 15978 "Taiwan, China" "Australia" 4.66091820088557 "AUS" 15978 "09/30/2003" 22.72 2003 3 2003 15978 "Denmark" "Australia" 89.6125565136332 "AUS" 15978 "09/30/2003" 22.72 2003 3 2003 15886 "Germany" "Australia" 4.57090618215061 "AUS" 15886 "06/30/2003" 19.52 2003 3 2003 15978 "Japan" "Australia" 69.9137730132836 "AUS" 15978 "09/30/2003" 22.72 2003 3 2003 15795 "Sweden" "Australia" 83.7887410796971 "AUS" 15795 "03/31/2003" 29.15 2003 3 2003 15886 "USA" "Australia" 87.8819517769398 "AUS" 15886 "06/30/2003" 19.52 2003 3 2003 16344 "Denmark" "Australia" 95.4316403390125 "AUS" 16344 "09/30/2004" 13.34 2004 3 2004 16344 "USA" "Australia" 95.4316403390125 "AUS" 16344 "09/30/2004" 13.34 2004 3 2004 16161 "Denmark" "Australia" 73.34425347774 "AUS" 16161 "03/31/2004" 16.74 2004 3 2004 16161 "Germany" "Australia" 94.0096032075887 "AUS" 16161 "03/31/2004" 16.74 2004 3 2004 16161 "Japan" "Australia" 4.889616898516 "AUS" 16161 "03/31/2004" 16.74 2004 3 2004 16252 "USA" "Australia" 72.9297079165198 "AUS" 16252 "06/30/2004" 14.34 2004 3 2004 16436 "Japan" "Australia" 13.62100904435 "AUS" 16436 "12/31/2004" 13.29 2004 3 2004 16436 "France" "Australia" 81.7260542661 "AUS" 16436 "12/31/2004" 13.29 2004 3 2004 16526 "USA" "Australia" 99.6998794352905 "AUS" 16526 "03/31/2005" 14.02 2005 3 2005 16709 "Germany" "Australia" 92.6092458124104 "AUS" 16709 "09/30/2005" 11.92 2005 3 2005 16709 "Switzerland" "Australia" 4.81678166732897 "AUS" 16709 "09/30/2005" 11.92 2005 3 2005 16617 "USA" "Australia" 72.5522678629729 "AUS" 16617 "06/30/2005" 12.04 2005 3 2005 17166 "Australia" "Australia" 101.458437994723 "AUS" 17166 "" . 2006 1 2006 16891 "China" "Australia" 93.0867690668991 "AUS" 16891 "03/31/2006" 11.39 2006 3 2006 16891 "Denmark" "Australia" 93.0867690668991 "AUS" 16891 "03/31/2006" 11.39 2006 3 2006 16891 "China" "Australia" 72.6242782962345 "AUS" 16891 "03/31/2006" 11.39 2006 3 2006 17166 "Japan" "Australia" 5.27704485488127 "AUS" 17166 "" . 2006 1 2006 16891 "USA" "Australia" 11.8721050147064 "AUS" 16891 "03/31/2006" 11.39 2006 3 2006 17256 "USA" "Australia" 2.33208955223881 "AUS" 17256 "" . 2007 1 2007 17256 "Australia" "Australia" 2.33208955223881 "AUS" 17256 "" . 2007 1 2007 17531 "USA" "Australia" 58.8839720772204 "AUS" 17531 "12/31/2007" 22.5 2007 3 2007 17531 "Japan" "Australia" 113.21252697622 "AUS" 17531 "12/31/2007" 22.5 2007 3 2007 17531 "USA" "Australia" 2.57617377837839 "AUS" 17531 "12/31/2007" 22.5 2007 3 2007 17256 "Sweden" "Australia" 5.33049040511727 "AUS" 17256 "" . 2007 1 2007 17897 "Australia" "Australia" 170.23691303731 "AUS" 17897 "12/31/2008" 40 2008 3 2008 17713 "Australia" "Australia" 15.4619197076725 "AUS" 17713 "06/30/2008" 23.95 2008 3 2008 17713 "Germany" "Australia" 1.18229955687413 "AUS" 17713 "06/30/2008" 23.95 2008 3 2008 17987 "Vietnam" "Australia" 13.0529831201393 "AUS" 17987 "03/31/2009" 44.14 2009 3 2009 18262 "USA" "Australia" 2.52105077396259 "AUS" 18262 "12/31/2009" 21.68 2009 3 2009 18078 "Australia" "Australia" 15.547395528569 "AUS" 18078 "06/30/2009" 26.35 2009 3 2009 18078 "France" "Australia" 5.65359837402511 "AUS" 18078 "06/30/2009" 26.35 2009 3 2009 18078 "USA" "Australia" 2.47344928863598 "AUS" 18078 "06/30/2009" 26.35 2009 3 2009 18078 "Germany" "Australia" 5.65359837402511 "AUS" 18078 "06/30/2009" 26.35 2009 3 2009 18262 "USA" "Australia" 110.790091550158 "AUS" 18262 "12/31/2009" 21.68 2009 3 2009 18078 "Australia" "Australia" 4.24019878051883 "AUS" 18078 "06/30/2009" 26.35 2009 3 2009 18170 "Australia" "Australia" 74.2605824986821 "AUS" 18170 "09/30/2009" 25.61 2009 3 2009 18535 "China" "Australia" 81.888009957582 "AUS" 18535 "09/30/2010" 23.7 2010 3 2010 18535 "Australia" "Australia" 104.960633704013 "AUS" 18535 "09/30/2010" 23.7 2010 3 2010 18352 "Japan" "Australia" 5.39159854157259 "AUS" 18352 "03/31/2010" 17.59 2010 3 2010 18627 "Germany" "Australia" 5.3475935828877 "AUS" 18627 "12/31/2010" 17.75 2010 3 2010 18443 "Australia" "Australia" 4.90839704023658 "AUS" 18443 "06/30/2010" 34.54 2010 3 2010 18535 "Finland" "Australia" 5.4592006638388 "AUS" 18535 "09/30/2010" 23.7 2010 3 2010 18627 "Japan" "Australia" 5.3475935828877 "AUS" 18627 "12/31/2010" 17.75 2010 3 2010 18627 "China" "Australia" 102.814834224599 "AUS" 18627 "12/31/2010" 17.75 2010 3 2010 18443 "Switzerland" "Australia" 2.14742370510351 "AUS" 18443 "06/30/2010" 34.54 2010 3 2010 18717 "Australia" "Australia" 13.9347606063775 "AUS" 18717 "03/31/2011" 17.74 2011 3 2011 18992 "United Kingdom" "Australia" 65.6188885063258 "AUS" 18992 "" . 2011 1 2011 18900 "USA" "Australia" 103.845486797982 "AUS" 18900 "09/30/2011" 42.96 2011 3 2011 18992 "USA" "Australia" 5.17559968703149 "AUS" 18992 "" . 2011 1 2011 18808 "United Kingdom" "Australia" 5.78119979840956 "AUS" 18808 "06/30/2011" 16.52 2011 3 2011 18992 "USA" "Australia" 2.26432486307628 "AUS" 18992 "" . 2011 1 2011 18808 "Australia" "Australia" 5.78119979840956 "AUS" 18808 "06/30/2011" 16.52 2011 3 2011 18992 "USA" "Australia" 5.17559968703149 "AUS" 18992 "" . 2011 1 2011 19358 "USA" "Australia" 52.7759976873558 "AUS" 19358 "12/31/2012" 18.02 2012 3 2012 19174 "USA" "Australia" 5.0359998448912 "AUS" 19174 "" . 2012 1 2012 19083 "USA" "Australia" 2.33729988706167 "AUS" 19083 "" . 2012 1 2012 19266 "Australia" "Australia" 99.4388069644084 "AUS" 19266 "" . 2012 1 2012 19083 "USA" "Australia" 102.714975494412 "AUS" 19083 "" . 2012 1 2012 19266 "Israel" "Australia" 2.2627500144816 "AUS" 19266 "" . 2012 1 2012 19174 "Australia" "Australia" 15.2241926410949 "AUS" 19174 "" . 2012 1 2012 19602 "Japan" "Australia" 5.28862680804929 "AUS" 19602 "" . 2013 1 2013 19449 "Ireland" "Australia" 98.510156628179 "AUS" 19449 "04/01/2013" 13.58 2013 3 2013 19602 "Germany" "Australia" 52.8862680804929 "AUS" 19602 "" . 2013 1 2013 19723 "Finland" "Australia" 82.7459976450489 "AUS" 19723 "12/31/2013" 13.72 2013 3 2013 19723 "United Kingdom" "Australia" 106.060366515122 "AUS" 19723 "12/31/2013" 13.72 2013 3 2013 19693 "USA" "Australia" 5.43674192849234 "AUS" 19693 "" . 2013 1 2013 19418 "USA" "Australia" 32.6699226553538 "AUS" 19418 "03/01/2013" 15.36 2013 3 2013 19539 "Australia" "Australia" 2.288999981688 "AUS" 19539 "" . 2013 1 2013 19723 "Australia" "Australia" 5.51639984300326 "AUS" 19723 "12/31/2013" 13.72 2013 3 2013 19723 "Germany" "Australia" 106.060366515122 "AUS" 19723 "12/31/2013" 13.72 2013 3 2013 19449 "Japan" "Australia" 76.855487645392 "AUS" 19449 "04/01/2013" 13.58 2013 3 2013 19571 "Japan" "Australia" 89.3405374444399 "AUS" 19571 "08/01/2013" 12.94 2013 3 2013 19631 "Japan" "Australia" 103.860871491148 "AUS" 19631 "09/30/2013" 16.6 2013 3 2013 19693 "Italy" "Australia" 5.43674192849234 "AUS" 19693 "" . 2013 1 2013 19449 "Japan" "Australia" 76.855487645392 "AUS" 19449 "04/01/2013" 13.58 2013 3 2013 19632 "USA" "Australia" 13.5225288885003 "AUS" 19632 "10/01/2013" 15.54 2013 3 2013 19723 "USA" "Australia" 82.7459976450489 "AUS" 19723 "12/31/2013" 13.72 2013 3 2013 19418 "USA" "Australia" 19.6019535932123 "AUS" 19418 "03/01/2013" 15.36 2013 3 2013 19539 "Switzerland" "Australia" 1.5695999874432 "AUS" 19539 "" . 2013 1 2013 19359 "Germany" "Australia" 300.074149024059 "AUS" 19359 "" . 2013 1 2013 19449 "United Kingdom" "Australia" 16.0115599261233 "AUS" 19449 "04/01/2013" 13.58 2013 3 2013 19663 "United Kingdom" "Australia" 13.5878476925456 "AUS" 19663 "11/01/2013" 13.28 2013 3 2013 19663 "Germany" "Australia" 2.37787334619547 "AUS" 19663 "11/01/2013" 13.28 2013 3 2013 19723 "USA" "Australia" 68.9549980375407 "AUS" 19723 "12/31/2013" 13.72 2013 3 2013 19540 "USA" "Australia" 100.078281350129 "AUS" 19540 "07/01/2013" 16.37 2013 3 2013 19602 "USA" "Australia" 79.3294021207393 "AUS" 19602 "" . 2013 1 2013 19723 "USA" "Australia" 55.1639984300326 "AUS" 19723 "12/31/2013" 13.72 2013 3 2013 19996 "USA" "Australia" 75.498003706952 "AUS" 19996 "09/30/2014" 16.31 2014 3 2014 end format %tdnn/dd/CCYY Year format %td Month label values _merge _merge label def _merge 1 "Master only (1)", modify label def _merge 3 "Matched (3)", modify
Comment