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st: getting around tsset time variable integer restriction


From   Zachary Byron Singer <[email protected]>
To   [email protected]
Subject   st: getting around tsset time variable integer restriction
Date   Tue, 7 Feb 2006 22:02:13 -0500 (EST)

Hi,

Does anyone know how to get around the integer limitation for tsset?  I am
dealing with a very large time series: 149,000 observations, each
representing a different half hour from october 1996 to april 2005.
tsset will not allow me to use the half hour as my unit of time, since the
time variable is restricted to integers, ie numbers between [-32767,
32740].  If stata cannot handle this, is there another software package
that can?

Thanks,

Zach Singer
Harvard College 2006
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