clear all
/* There are more than 6000 stocks, so you need to change the maxvar setting */
set maxvar 10000
use https://bigblue.depaul.edu/jlee141/econdata/Financial_data/historic_stock_adjprice.dta
gen daten = ref_date 
format daten %td
keep daten IBM 
drop if IBM == . 
gen t = _n 
tsset t
tsline IBM 

/* Monthly Average Data */
gen yearm = mofd(daten)
collapse (mean) IBM , by(yearm)
tsset yearm
format yearm %tm 
tsline IBM