You do not say what the time variable represents. If it is the time of the day, then in Stata versions 10 11, allows you to distinguish between observations at different times of the day.
In Stata, type help dates
Or in Google, search for Stata help dates
Eric de Souza
College of Europe
Brugge (Bruges)
Belgium
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Beatrice Crozza
Sent: 21 January 2010 19:29
To: [email protected]
Subject: st: tsset problem
Dear All,
I have have repeated values for my data as in this example:
date time price
26/01/2009 83000 100.03
26/01/2009 91500 100.14
26/01/2004 150300 100.1
28/01/2009 101500 100.09
28/01/2009 112300 100.11
28/01/2009 130000 100.09
What I would like to do is to calculate the difference between two prices for each day. This means that for each day I will have a missing value because I don't want to consider the difference of prices between two days.
I constructed a time variable such as:
generate ttime=_n
but in this way I have also the difference of prices between two days.
I need to solve this problem in order to do further analysis. Could you help me?
Many thanks,
Bea
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