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

Author

Listed:
  • Nicholas J. Cox

    (Durham University)

Programming Language

Stata

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.

Suggested Citation

  • Nicholas J. Cox, 2002. "TSSPELL: Stata module for identification of spells or runs in time series," Statistical Software Components S426901, Boston College Department of Economics, revised 30 Oct 2021.
  • Handle: RePEc:boc:bocode:s426901
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/t/tsspell.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/t/tsspell.sthlp
    File Function: help file
    Download Restriction: no
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    More about this item

    Keywords

    spells; runs; time series; tsset; Stata;
    All these keywords.

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