Regression analysis with time series data Holt-Winters (seasonal and non-seasonal) filters: hwinters & shwinters.Double exponential smoothing: dexponential.Single exponential smoothing: exponential.Fill in gaps in time series variable: tsfill.Merge and time series append: merge & tsappend.User-written command (Wiggins and Baum, 2000): tsmktim.Setting data as time series data: tsset.Program contentĭay 1 – Introduction: Basic Stata manipulations (Overview, very brief) The course is open to a maximum of 20 participants. Prior to the course, participants should have working knowledge of regression models and should be familiar with STATA. economists, forecasters, financial analysts, managers, and anyone who encounters time series data. The course is open to graduate students, postdoctoral fellows as well as practising researchers a.o. Exercises will supplement the lectures and Stata examples. The course covers methods for data management, estimation, model selection, hypothesis testing, and interpretation. Make sure to read about the datetime/c and datetime/C data types in that help document so you know how to interpret the output when you subtract startdate1 from enddate1.This course reviews methods for Time Series Analysis and shows how to perform the analysis using Stata. The next predictable place you'll get stuck is in determining duration of time between start and end datetime variables. Generate double startdate1 = clock(startdate, "MD20Yhm") You'll also use %tc as the datetime format. Further, if you don't have a 4 digit year, you need to sneak in the century before the "Y". If you want datetime, you'll need to use "MDYhm" and the "clock" (not "date") function. Type: format startdate2 %td - Note that this isn't the format that you want since you seemingly want date and time ("datetime" in Stata speak). You just need to change the display format so that these show up as dates. If you are getting "21186", that's the Stata format for date, not date and time. This is my first time working with dates in STATA.Īh, dates and time in Stata. The codes about either produce missing values or a strange number that repeats increasing by increments of one every 14/15 observations (21186, 21187, etc).Īny help is greatly appreciated. Gen startdate2 = date(startdate, "MDY", 2018 Gen startdate2 = date(startdate, "MMDDYY", 2018) All the dates are in MDY format and the time is in 24 hour format.ġ) Do you all suggest I combine the date and time into one variable (one for Start Date & Time and one for End Date & Time)?Ģ) Separately, when trying to generate a new variable to reformat the dates in the STATA's data format it is generating incorrect dates. The data looks as follows (I can't share the actual data). I ultimately want to find out the difference between the the Start and End times. I have 4 separate variables: Start Date, Start Time, End Date, End Time. Hello, I am working on a large data set that spans over several years. Other users who have found the question cross-posted are encouraged to share the links as a reply as well.
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