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 2021-10-30
Note: This module may be installed from within Stata by typing "ssc install tsspell". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/t/tsspell.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tsspell.sthlp help file (text/plain)

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