Hi I have a stock price data, which has a problem that after the company is delisted, the price is set to last market price for the rest of the sample. So let's consider a simplified example data: DATE PRICE 1995 3 1996 4 1997 2 1998 2 1999 2 2000 3 2001 4 2002 5 2003 2 2004 2 2005 2 2006 2 The company was delisted in 2004 but the value is set stale at the last market price. All the observations after 2003 should be deleted. I added another column "lastprice" to the data set with a fixed last price observation value. I currently have something like: if price=lag(price) then if price=lastprice then delete; But this code would delete 1998 and 1999 data from the example above even though they are valuable info. I should be somehow be able to refer to the rest of the values within a data set, but do not know how it's done. Do you guys have an idea how i would be able to remove the stale data from the time series as described above? Thanks in advance!
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