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.
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S412101.
Size: Programming language: Stata Requires: Stata version 7.0 Date of creation: 19 Jun 2000 Date of revision:
08 Dec 2003 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