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RE: st: RE: Date: Thu, 7 Dec 2006 14:48:31 +1100


From   Joseph Coveney <[email protected]>
To   Statalist <[email protected]>
Subject   RE: st: RE: Date: Thu, 7 Dec 2006 14:48:31 +1100
Date   Fri, 08 Dec 2006 15:21:42 +0900

Rodrigo Martell wrote:

I might try getting the date in the format 20040101040500. In fact, this is
similar to how this kind of data (electricity) is treated by some.
In Australia, electricity data (price and demand) is reported every
5-minutes (I think it might be 10,15, or 30 in the US), hence the reason why
my time string goes up in 5-minute intervals.
There are 288 5-minute intervals in a day so some people write the date
using a DIID (dispatch interval ID) that goes, for example, 20040101000 to
20040101287 (base of zero) for the 1st of Jan 2004. I think using -substr-
to get it in this format might help, but I'm unsure whether -tsset- will
like this.

--------------------------------------------------------------------------------

As Kyle mentioned, you can use a string function to pick out the elements of
the date-time value, and then use other Stata functions to get the
substrings into an integer that -tsset- requires.  You can do the whole
conversion in a single line of code, such as that below, which creates an
integer in units of five-minute increments.

Joseph Coveney

clear
input str30 elecpricdema_dt
"2004/01/01 04:05:00"
"2004/01/01 04:10:00"
"2004/01/01 04:15:00"
end
*
* Begin here
*
generate long elecpricdema = ///
  date(substr(elecpricdema_dt, 1, 10), "ymd") * 288 + ///
  real(substr(elecpricdema_dt, 12, 2)) * 12 + ///
  real(substr(elecpricdema_dt, 15, 2)) / 5
tsset elecpricdema
list elecpricdema_dt elecpricdema, noobs abbreviate(15)
exit

It looks like this:

. tsset elecpricdema
        time variable:  elecpricdema, 4628497 to 4628499

. list elecpricdema_dt elecpricdema, noobs abbreviate(15)

  +------------------------------------+
  |     elecpricdema_dt   elecpricdema |
  |------------------------------------|
  | 2004/01/01 04:05:00        4628497 |
  | 2004/01/01 04:10:00        4628498 |
  | 2004/01/01 04:15:00        4628499 |
  +------------------------------------+

. exit


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