// 生成模拟数据
version 11
clear
set obs 365
gen date = td(31dec2008) + _n
format date %td
gen ddrop = inlist(dow(date), 0, 6)
replace ddrop = (runiform()<=0.05) if ddrop == 0
replace ddrop = (runiform()<=0.2) if ddrop[_n-1] == 1 & ddrop == 0
drop if ddrop
drop ddrop
gen clsprc = 1000 in 1
replace clsprc = clsprc[_n-1]*(1+0.05*rnormal()) in 2/L
keep date clsprc
*专业不同，可能理解有所偏差，试试
gen datbin=date((string(year(date))+"\1\1"),"YMD")
gen dd=dow(datbin)
gen dweek=year(date+dd)*100+week(date+dd)
bys dweek (date):gen wfinal=(_n==_N)
bys wfinal (date):gen rate=clsprc/clsprc[_n-1]-1
replace rate=. if wfinal==0
sort date
*若不考虑对数据的破坏
gen datbin=date((string(year(date))+"\1\1"),"YMD")
gen dd=dow(datbin)
gen dweek=year(date+dd)*100+week(date+dd)
bys dweek (date):keep if_n==_N
gen rate=clsprc/clsprc[_n-1]-1
tsset date
tsfill
gen dow=dow(dat)
sort dow dat
gen week=_n+1 if dow==0
sort dat
replace week=1 in 1
replace week=week[_n-1] if week==.
drop if clsprc==.
bys week (dow): gen isfinal=(_n==_N)
bys isfinal (dat):gen rate=clsprc/clsprc[_n-1]-1
replace rate=. if isfinal==0
jzhyue 发表于 2010-7-29 23:02
tsset date
tsfill
gen dow=dow(dat)
sort dow dat
gen week=_n+1 if dow==0
sort dat
replace week=1 in 1
replace week=week[_n-1] if week==.
drop if clsprc==.
bys week (dow): gen isfinal=(_n==_N)
bys isfinal (dat):gen rate=clsprc/clsprc[_n-1]-1
replace rate=. if isfinal==0
顺道把我自己已有的答案贴出吧：
tsset date
tsfill
gen week = sum(dow(date)==0)
keep if !missing(clsprc)
bysort week (date): keep if _n == _N
gen ret = clsprc/clsprc[_n-1]-1
keep date ret
整体思路和jzhyue#12楼的答案一致。事实上，昨天jzhyue在另一帖子中问及“是否存在这样的命令？自动填充”，我就感觉他已经找到这个思路。:-)
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