Re: st: converting high frequency data to low frequency

[David Kantor <kantor.d@att.net>]

At 06:58 PM 11/4/2010, Dimitry wrote:
> I have data on orders that looks like this:
>
> store_id        ordertime
> 1901    10oct2010 15:48:18
> 1901    10oct2010 15:50:36
> 1901    10oct2010 16:41:35
> 1901    10oct2010 16:53:37
> 1901    10oct2010 18:38:24
> 1901    10oct2010 19:09:22
> 1901    10oct2010 21:14:22
> .....
> 1906    10oct2010 17:54:59
> 1906    12oct2010 19:21:27
> 1906    17oct2010 16:10:01
> 1906    17oct2010 19:34:39
> 1906    17oct2010 21:11:00
> 1906    17oct2010 22:18:55
> 1906    17oct2010 22:55:13
> 1906    19oct2010 22:23:10
> 1906    20oct2010 01:19:24
>
> Ordertime is in %tc format. I would like to count the number of orders
> in 5 minute buckets by store_id. I would like to use
>
> collapse (count) ordertime, by(store_id bucket)
>
> but I have no idea how to group the ordertime into 5 minute intervals
> that are nicely labeled. I imagine I could calculate the elapsed time
> since midnight for each day, divide that into 5 minute intervals (or
> 6000 unit intervals), and find some way to label, but I have not
> gotten this to work yet. Is there's an easier way? I tried googling
> and findit-ing, but I am not sure I know what this type of
> transformation is called.

I believe you need to do just what you stated. In particular, if h, m 
, and s represent the hours, minutes and seconds, then you want
 gen long s2 = 3600 * h + 60 * m + s

then take int(s2/300)

(You may want to s2 to include date*24*3600 -- if you don't use the 
date as a separate component of the identifier.)

There may be other methods available that I'm not aware of.
HTH
--David

*
*   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/