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st: On the analysis of intraday data


From   "Levy Lee" <chtl@econ.hku.hk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: On the analysis of intraday data
Date   Mon, 1 Mar 2004 17:46:28 +0800

Hi Users,

   Sorry for all the inconvinces. I don't know if stata has some buildin
functions to handle time variables, as it does on date variables. I have a
variables looks like the following:


Obs. No.             Time
1                          2003-03-03 09:30:29
2                          2003-03-03 09:30:47
3                          2003-03-03 09:31:11

I want to calculate the duration of the time, which should be the first
order difference of time if time is defined as a kind of variable called
"time", as with the "date" format. I wish there is some buildin function so
that we can calculate 2003-03-03 09:30:29 minus 2003-03-03 09:30:47 will
equals to 28 seconds. Please help me if you know how to do it.

thanks

Levy Lee








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