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TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values

Author

Listed:
  • Christopher F Baum

    (Boston College)

Programming Language

Stata

Abstract

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. _gfilter from N.J. Cox' egenmore package is required and included. This is version 1.0.3 of the software.

Suggested Citation

  • Christopher F Baum, 2000. "TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values," Statistical Software Components S412101, Boston College Department of Economics, revised 04 Jan 2013.
    • Handle: RePEc:boc:bocode:s412101
    Note: This module may be installed from within Stata by typing "ssc install tscollap". 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/tscollap.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/tscollap.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_gfilter.ado
    File Function: program code
    Download Restriction: no
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