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