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Re: st: Ignore gap in time series data


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Ignore gap in time series data
Date   Thu, 21 Oct 2010 17:56:36 -0400

Christopher <cpoliquin@hbs.edu>:

sysuse tsline1, clear
tsset lags
drop in 100/110
tsfill
tsline ar ma, cmiss(n n) xli(105)


On Thu, Oct 21, 2010 at 5:35 PM, Poliquin, Christopher
<cpoliquin@hbs.edu> wrote:
> Hello,
>
> I have a clocktime (per second) time series of prices over three trading days.  Markets are closed overnight, so when I do...
>
>  . graph twoway tsline price
>
> I get a graph over the three days with ugly lines connecting the closing price one day with the next day's opening price.  How can I eliminate the part of the graph (x-axis) when markets are closed, and maybe just add a vertical line to separate the days?  So each day would run 9AM-5PM for the three days and hours not within this period would be ignored.
>
> Best regards,
> Chris

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