Hi guys:

I currently have 18 years of (almost) daily stock market return data
from 1963-1981. My goal is to find the mean daily return for both the
first nine days of the month (the "first day" of each month is counted
as the last day of the previous month plus the first eight days of the
current month) and the last nine days of each month (ending on the
actual last day of the month). The problem I am having is that the
data is not complete (some months have 10 days of data, some months of
20), therefore I cannot use a simple counting or 'If...then' statement
to separate the "first nine days" and the "last nine days" from the
rest of the data. Once I have this information it would be easy to
calculate the mean return values. I currently have four columns: one
for year (e.g. "1964"), one for the month, (e.g. "1", "2"..."12"), one
for the date, (e.g. "1", "2", "3"..."31"), and one for the returns.

I've already consulted with some 'experts' on campus but nobody seems
to be able to help. Does anyone have any suggestions? This is driving
me nuts.

Thanks in advance!