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ffbkpts.ado 2.24 KB
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*! Date : 2017-09-15
*! version : 0.4
*! Author : Richard Herron
*! Email : richard.c.herron@gmail.com
*! get breakpoints from French Data Library
/*
2017-09-15 v0.4 keep option, error handling
2017-08-17 v0.3 consistent date name
2016-09-06 v0.2 added B/M breakpoints
2016-09-02 v0.1 first
*/
program define ffbkpts
version 13.1
syntax , clear [ me beme KEEPfiles ]
/* either ME or BE/ME */
if (("`me'"=="")&("`beme'"=="")) | (("`me'"!="")&("`beme'"!="")) {
display as error "specify ME or BE/ME breakpoints (i.e., option me or beme)"
exit 197
}
/* ME breakpoints */
if ("`me'" == "me") {
/* get file */
local cloud "http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/ME_Breakpoints_CSV.zip"
copy "`cloud'" "ME_Breakpoints_CSV.zip", replace
unzipfile "ME_Breakpoints_CSV.zip", replace
/* read */
import delimited using "ME_Breakpoints.CSV" ///
, `clear' rowrange(2) numericcols(_all) delimiters(",")
drop if missing(v1)
/* rename */
rename v1 date
rename v2 n
local i = 5
foreach v of varlist v* {
rename `v' me`i'
local i = `i' + 5
}
/* fix date */
rename date date0
generate int date = ym(floor(date0/100), mod(date0, 100))
format date %tm
drop date0
order date
/* by default, remove files */
if ("`keepfiles'" == "") {
rm "ME_Breakpoints.CSV"
rm "ME_Breakpoints_CSV.zip"
}
}
/* BE/ME breakpoints */
if ("`beme'" == "beme") {
/* get file */
local cloud "http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/BE-ME_Breakpoints_CSV.zip"
copy "`cloud'" "BE_ME_Breakpoints_CSV.zip", replace
unzipfile "BE_ME_Breakpoints_CSV.zip", replace
/* read */
import delimited using "BE-ME_Breakpoints.CSV" ///
, `clear' rowrange(4) numericcols(_all) delimiters(",")
drop if missing(v1)
/* rename */
rename v1 year
rename v2 nonpos
rename v3 pos
local i = 5
foreach v of varlist v* {
rename `v' beme`i'
local i = `i' + 5
}
/* by default, remove files */
if ("`keepfiles'" == "") {
rm "BE_ME_Breakpoints.CSV"
rm "BE_ME_Breakpoints_CSV.zip"
}
}
/* return */
compress
end
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