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From |
"Katia Bobulova" <katia.bobulova@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: How to calculate the time elapsed between two trading? |

Date |
Tue, 14 Oct 2008 19:45:40 +0100 |

Dear all, I have to costruct a variable for the time elapsed between two trading (trading=T) I have this situation: Date time control newvariable 02/01/2007 16:50:55 T 165000 02/01/2007 16:50:56 T 165000 03/01/2007 17:02:30 T 170230 03/01/2007 18:30:20 R . 03/01/2007 18:32:00 T 183200 Now the result that I would like to reach is to have new variable which has as observations: 0 and 12970, because the first one is the result of the diff between the first two newvariable, since they take place at the same time, the second one should be the difference between the newvariable at time 17:02:30 and the other one at 18:32:00 (since I am considering just the obs with control=T). I tried to do this: gen newvariable= time if control=="T" by sort date: gen newvariable1=newvariable-newvariable[_n-1] but I don't have the result that i would like to have, since i am trying to calculate the time elapsed between two trading(control=T). Could you please help me to find a way to sort my problem out? Thank you very much Katia * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: How to calculate the time elapsed between two trading?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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