English, Article edition: TSSPELL: Stata module for identification of spells or runs in time series Nicholas J. Cox

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Bookmark: http://trove.nla.gov.au/version/103547
Physical Description
  • code
Language
  • English

Edition details

Title
  • TSSPELL: Stata module for identification of spells or runs in time series
Author
  • Nicholas J. Cox
Physical Description
  • code
Notes
  • tsspell examines the data, which must be tsset time series, to identify spells or runs, which are contiguous sequences defined by some condition. tsspell generates new variables indicating distinct spells, giving sequence in spell, and indicating whether observations occur at the end of spells. If the data are panel data, all operations are automatically performed separately within panels.
  • spells, runs, time series, tsset
  • RePEc:boc:bocode:s426901
Language
  • English
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