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help for ^tsmktim^                        (STB-57, dm81; revised for SSC distri
> bution)
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Create a sequential Stata time variable from a starting time ------------------------------------------------------------

^tsmktim^ newtimevar , ^s^tart(date_literal) [ ^seq^uence(varname) ^i^( > varname)]

Description -----------

Creates a Stata time variable, newtimevar, with an appropriate format for yearly, twice yearly, quarterly, monthly, weekly or daily data, and executes ^tsset^ to use that variable as the time specifier. Note that the data must be ordered by time before issuing ^tsmktim^.

If ^sequence()^ is not specified, the data are assumed to have no gaps and are sequential in the periodicity of ^date_literal^. That is to say, one quarter after another or one month after another with no gaps.

If ^i()^ is specified, the data are assumed to be a panel with that variable as the panel indicator (^iis^). The first observation of each panel unit is assume > d to be dated ^start^ unless a ^sequence^ variable is specified.

Options -------

^start^(^date_literal^) is required and specifies the starting date for the first observation in the dataset. ^date_literal^ takes forms such as 1964, 1999m1, 1960q1, 12jan1985, etc. depending on whether the data is monthly, quarterly, daily, etc; see ^help tfcn^ for more on how to specify dates.

^sequence(^varname^)^ specifies that ^varname^ contains an integer variable that specifies the sequence of the observations. This allows gaps to be specified for the time variable. If the values of ^varname^ are not sequential, the resulting time variable will have gaps. Note that the start date specified in ^start()^ is taken to be the date of the value of the ^sequence()^ variable in the first observation. If that value is missing, then the date from ^start()^ is associated with a value of 1 for the ^sequence()^ variable. ^i(^varname^)^ specifies that ^varname^ contains a variable indicating units of a panel. ^varname^ must be a valid argument for, e.g., ^iis^. ^tsmktim^ wil > l then create the time variable and ^tsset^ by both the panel variable and ti > me variable.

Examples --------

Assume the following data

x -- 44 21 15 77 . . .

Typing

^. tsmktim mytime, start(1977q2)^

will produce

x mytime -- ------ 44 1977q2 21 1977q3 15 1977q4 77 1978q1 . . . . . .

Similarly,

^. tsmktim mytime, start(29dec1948)^

will produce

x mytime -- --------- 44 29dec1948 21 30dec1948 15 31dec1948 77 01jan1949 . . . . . .

With a sequence variable,

^. tsmktim mytime, start(29dec1948) sequence(myseq)^

will produce

x myseq mytime -- ----- --------- 44 10 29dec1948 21 12 31dec1948 15 13 01jan1949 77 23 11jan1949 . .

Authors -------

Christopher F Baum, Boston College, USA baum@@bc.edu

Vince Wiggins, Stata Corporation vwiggins@@stata.com

Also see --------

Manual: ^[U] 15.5.3 Time-series formats^, ^[U] 27.3 Time-series dates^, ^[U] 29.12 Models with time-series data^, ^[R] tsset^ On-line: help for @tfcn@, @tdates@, @time@; @tsreport@