English, Article edition: TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values Christopher F Baum

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Bookmark: http://trove.nla.gov.au/version/101939
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Language
  • English

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Title
  • TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values
Author
  • Christopher F Baum
Physical Description
  • code
Notes
  • tscollap converts the timeseries data in memory into a dataset of means, sums, or selected values taken from the specified interval. It is a variant of collapse, which automatically forms the groups over which statistics are to be calculated from an understanding of the calendar data. For instance, monthly data may be converted to quarterly, half-yearly, or annual (yearly) data by specifying to(q), to(h), or to(y), respectively. Data may be averaged over the interval (using either an arithmetic or geometric mean), or summed. Either the first or the last observation of each interval may be selected (so that, e.g., end-of- period values may be readily assembled). More than one statistic may be generated from a single variable (q.v. collapse), and panels of timeseries are handled properly. _gfilter7 from N.J. Cox' egenmore package (which now requires Stata 7) is required and included. This is version 1.0.3 of the software.
  • time-series data, data manipulation, calendar frequencies
  • RePEc:boc:bocode:s412101
Language
  • English
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