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

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Author Info

  • Christopher F Baum

    ()
    (Boston College)

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. _gfilter from N.J. Cox' egenmore package is required and included. This is version 1.0.3 of the software.

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File URL: http://fmwww.bc.edu/repec/bocode/t/tscollap.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/t/tscollap.hlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/_/_gfilter.ado
File Function: program code
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S412101.

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Programming language: Stata
Requires: Stata version 8.0
Date of creation: 19 Jun 2000
Date of revision: 04 Jan 2013
Handle: RePEc:boc:bocode:s412101

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.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: time-series data; data manipulation; calendar frequencies;

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