TSMKTIM: Stata module to generate time-series calendar variable

Christopher Baum () and Vince Wiggins ()
Additional contact information
Vince Wiggins: Stata Corporation

Statistical Software Components from Boston College Department of Economics

Abstract: tsmktim creates a Stata time variable, newtimevar, with an appropriate format for yearly, twice yearly, quarterly, monthly, weekly or daily data, and executes tsset to use that variable as the time specifier. Note that the data must be ordered by time before issuing tsmktim. This routine now also operates on panel data.

Language: Stata
Requires: Stata version 7.0
Keywords: time-series data; calendar (search for similar items in EconPapers)
Date: Written 1999-08-12
Note: This module may be installed from within Stata by typing "ssc install tsmktim". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/t/tsmktim.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tsmktim.hlp help file (text/plain)

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http://repec.org/docs/ssc.php

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Series data maintained by Christopher F Baum ().