I have very simple question,
- I tried to save a data file in STATA to excel. I tried in as follows: I just copy it from stata to excel but I have problems in the file in excel. Some of the data are now changed in to date. can anyone help me in this?
regards,
Jeetendra
>-----Original Message-----
>From: [email protected] [mailto:owner-
>[email protected]] On Behalf Of Katia Bobulova
>Sent: Tuesday, October 14, 2008 11:09 PM
>To: [email protected]
>Subject: Re: st: RE: How to calculate the time elapsed between two
>trading?
>
>Dear Nick,
>
>thank you very much for your help.
>
>It is exactly what I was trying to do.
>
>Thanks
>
>Katia
>
>2008/10/14 Nick Cox <[email protected]>:
>> gen byte istrading = trading == "T"
>> bysort date (istrading time) : gen dt = time - time[_n-1] if istrading
>& istrading[_n-1]
>>
>> This naturally excludes differences between the last trade of a day
>and the first trade of the next day, as did your code here.
>>
>> Nick
>> [email protected]
>>
>> Katia Bobulova
>>
>> I have to costruct a variable for the time elapsed between two trading
>> (trading=T)
>>
>> I have this situation:
>>
>> Date time control newvariable
>> 02/01/2007 16:50:55 T 165000
>> 02/01/2007 16:50:56 T 165000
>> 03/01/2007 17:02:30 T 170230
>> 03/01/2007 18:30:20 R .
>> 03/01/2007 18:32:00 T 183200
>>
>> Now the result that I would like to reach is to have new variable
>> which has as observations: 0 and 12970, because the first one is the
>> result of the diff between the first two newvariable, since they take
>> place at the same time, the second one should be the difference
>> between the newvariable at time 17:02:30 and the other one at 18:32:00
>> (since I am considering just the obs with control=T).
>>
>> I tried to do this:
>>
>> gen newvariable= time if control=="T"
>> by sort date: gen newvariable1=newvariable-newvariable[_n-1]
>>
>> but I don't have the result that i would like to have, since i am
>> trying to calculate the time elapsed between two trading(control=T).
>>
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>*
>* For searches and help try:
>* http://www.stata.com/help.cgi?search
>* http://www.stata.com/support/statalist/faq
>* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
