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TSMKTIM: Stata module to generate time-series calendar variable


  • Christopher F Baum

    () (Boston College)

  • Vince Wiggins

    () (Stata Corporation)


tsmktim creates a Stata time variable, newtimevar, with an appropriate format for yearly, twice yearly, quarterly, monthly, weekly or daily data, and executes tsset to use that variable as the time specifier. Note that the data must be ordered by time before issuing tsmktim. This routine now also operates on panel data.

Suggested Citation

  • Christopher F Baum & Vince Wiggins, 1999. "TSMKTIM: Stata module to generate time-series calendar variable," Statistical Software Components S386701, Boston College Department of Economics, revised 25 Jun 2004.
  • Handle: RePEc:boc:bocode:s386701 Note: This module may be installed from within Stata by typing "ssc install tsmktim". Windows users should not attempt to download these files with a web browser.

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    time-series data; calendar;


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