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re: st: re: data row transformation for irregular consecutive days
From
Christopher Baum <[email protected]>
To
[email protected]
Subject
re: st: re: data row transformation for irregular consecutive days
Date
Mon, 22 Feb 2010 15:23:02 -0500
<>
The problem is that the difference in dates across panels should not
be taken into account (and in this case it is <0). No problem, really as
tsspell is panel-aware. Create an integer variable for your tickers
with encode and tsset by both that variable and date. It should then
work fine.
Kit Baum | Boston College Economics and DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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