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st: RE: On the analysis of intraday data


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: On the analysis of intraday data
Date   Mon, 1 Mar 2004 13:14:45 -0000

Built-in functions would be documented. I don't 
think there are any. 

As for indirect solutions and user contributions, 
what was available in January 2003 was summarised in 
http://www.stata.com/statalist/archive/2003-01/msg00592.html

I don't think much has been added since. 

I think the main advice to get -split-ting first. 

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

Levy Lee

>    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.

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