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

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Nicholas J. Cox () (Durham University)

Additional information is available for the following registered author(s):

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.

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File URL: http://fmwww.bc.edu/repec/bocode/t/tsspell.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/t/tsspell.hlp
File Format: text/plain
File Function: help file
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S426901.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
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Programming language: Stata
Requires: Stata version 7.0
Date of creation: 13 Aug 2002
Date of revision: 19 Aug 2002
Handle: RePEc:boc:bocode:s426901

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.
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

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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: spells runs time series tsset

Statistics
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Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2008-5-14.


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