st: RE: Inaccurate date-time variable

[Nick Cox <n.j.cox@durham.ac.uk>]

-clock()- and -Clock()- are different functions: see e.g. the help for -clock()- which also includes detail on -Clock()- 

. di %tc clock("2005-01-03 8:34:03",  "YMDhms")
03jan2005 08:34:03

. di %tc Clock("2005-01-03 8:34:03",  "YMDhms")
03jan2005 08:34:25

Changing the format will naturally do nothing to fix this; that just changes how an incorrect number is displayed. You just need to use the right function. 

Nick 
n.j.cox@durham.ac.uk 

rosa

I am having problems generating an accurate date-time variable (using
Stata V 12) using a database of intra-day bank transactions. My final
goal is to declare the dataset to be time series and be able to obtain
a 5minute rolling standard deviation.

The problem is that I have a string variable looking like "2005-01-03
8:34:03" and after transforming and fomating it as desired, some of
the observations of the new date-time variable do not reflect the
exact time as indicated in the original one. So, the date-time
detailed above is transformed to 03jan2005 08:33:37 which is 26
seconds behind the original time. This problem aggravates when
repeated observations are incorrectly generated.

I have transformed  the date-time variables using the following command:

gen clock_date2= Clock(clock_date, "YMDhms")
format clock_date2 %tc

And I've also tried to format to ' %tCDDmonCCYY_HH:MM:SS ', however it
gives me the same inaccurate result.

Does anyone have an idea of how can I obtain an accurate date-time
variable and why this error is be happening?

I detail below some of the original and transformed date-time observations:

string var: clock_date	 clock_date2 (inaccurately transformed variable)
2005-01-03 8:03:31	 03jan2005 08:03:02
2005-01-03 8:10:30	 03jan2005 08:11:46
2005-01-03 8:11:27	 03jan2005 08:11:46
2005-01-03 8:11:47	 03jan2005 08:11:46
2005-01-03 8:33:37	 03jan2005 08:33:37
2005-01-03 8:34:03	 03jan2005 08:33:37
2005-01-03 8:34:35	 03jan2005 08:35:48


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