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Re: st: Ignore gap in time series data
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Ignore gap in time series data
Date
Thu, 21 Oct 2010 17:56:36 -0400
Christopher <[email protected]>:
sysuse tsline1, clear
tsset lags
drop in 100/110
tsfill
tsline ar ma, cmiss(n n) xli(105)
On Thu, Oct 21, 2010 at 5:35 PM, Poliquin, Christopher
<[email protected]> wrote:
> Hello,
>
> I have a clocktime (per second) time series of prices over three trading days. Markets are closed overnight, so when I do...
>
> . graph twoway tsline price
>
> I get a graph over the three days with ugly lines connecting the closing price one day with the next day's opening price. How can I eliminate the part of the graph (x-axis) when markets are closed, and maybe just add a vertical line to separate the days? So each day would run 9AM-5PM for the three days and hours not within this period would be ignored.
>
> Best regards,
> Chris
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