TSSPELL: Stata module for identification of spells or runs in time series

Nicholas Cox ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 7.0
Keywords: spells; runs; time series; tsset (search for similar items in EconPapers)
Date: 2002-08-13, Revised 2002-08-19
Note: This module may be installed from within Stata by typing "ssc install tsspell". Windows users should not attempt to download these files with a web browser.

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

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s426901

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().