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Re: st: Generate combined with if
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Generate combined with if
Date
Wed, 10 Aug 2011 16:44:12 +0100
The spacing is 500 somethings. So, translate 30 min and 5 min to
multiples of that and use subscripts for leads and lags.
Or, even better, -tsset- and use time series operators.
Nick
On Wed, Aug 10, 2011 at 4:40 PM, Katia Bobulova
<[email protected]> wrote:
> This is an example of my dataset:
>
> date time price_b S1 S2 id
> 26jan2004 83000 100.095 . . 1
> 26jan2004 83500 100.125 . . 2
> 26jan2004 84000 100.12 -0.35 2.08 3
> 26jan2004 84500 100.11 4
> 26jan2004 85000 100.125 5
> 26jan2004 85500 100.17 6
> 26jan2004 90000 100.145 7
> 26jan2004 90500 100.18 8
> 26jan2004 91000 100.16 9
> 26jan2004 91500 100.14 10
> 26jan2004 92000 100.095
> 26jan2004 92500 100.12
> 26jan2004 93000 100.14
> 26jan2004 93500 100.15
> 26jan2004 93500 100.15
> 26jan2004 94500 100.18
> 26jan2004 95000 100.185
> 26jan2004 100000 100.185
>
> i want to construct a regression like this:
>
> reg (price_b(id=10)-price_b(id=3))/price_b(id=3) S1(id=3) S2(id=3)
>
> thanks for any help
> Katia
>
> 2011/8/10 Nick Cox <[email protected]>:
>> I guess subscripting provides at least part of the answer, e.g. [_n -
>> lag1], [_n + lag2].
>>
>> To get better answers, you need to tell us much more about your data.
>>
>> Nick
>>
>> On Wed, Aug 10, 2011 at 4:23 PM, Katia Bobulova
>> <[email protected]> wrote:
>>
>>> I want just to do regressions for different time intervals (identified
>>> by id) and the dependent variable should be the price 30min later
>>> (id=10) and 5minutes before (id=3) the event happen.
>>>
>>> cond doesn't seem to be the solution.
>>
>>> 2011/8/10 Maarten Buis <[email protected]>:
>>>> On Wed, Aug 10, 2011 at 4:48 PM, Katia Bobulova wrote:
>>>>> I would like to construct this new price, given by the combination of
>>>>> other prices when there is a particular id.
>>>>>
>>>>> I typed:
>>>>>
>>>>> by date: gen p=(price_b (if id==10) - price_b (if id==3))/ price_b (if id==3)
>>>>
>>>> This does not make sense to me, what should happen when id != 10 or
>>>> when id != 3?
>>>>
>>>> Anyhow, the syntax is not valid as you noticed. Consider looking at
>>>> -help cond()-.
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