TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values

Christopher Baum ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 7.0
Keywords: time-series data; data manipulation; calendar frequencies (search for similar items in EconPapers)
Date: 2000-06-19, Revised 2003-12-08
Note: This module may be installed from within Stata by typing "ssc install tscollap". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/t/tscollap.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tscollap.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_gfilter7.ado program code (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s412101

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