Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
stef salvez <loggyedy@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: could you please verify the correctness of the code?-tsfill function |

Date |
Wed, 6 Jun 2012 02:14:25 +0100 |

thank you Nick. I really appreciate your help and your patience. Let me be more explicit this time I have a panel data set of prices of goods that vary across time and countries. As you can see from the table below country dates price of good k 1 "23/11/08" 2 1 "28/12/08" 3 1 "25/01/09" 4 1 "22/02/09" 5 1 "29/03/09" 6 1 "26/04/09" 32 1 "24/05/09" 23 1 "28/06/09" 32 2 "26/10/08" 45 2 "23/11/08" 46 2 "21/12/08" 90 2 "18/01/09" 54 2 "15/02/09" 65 2 "16/03/09" 77 2 "12/04/09" 7 2 "10/05/09" 6 the start and end date of the time series for countries 1 and 2 are different. For example, for country 1 the time series begins on "23/11/08" while for country 2 the time series begins on "26-10-2008”. My data on prices are available every 28 days (or equivalently every 4 weeks). But in some cases I have jumps (35 days or 29 days instead of 28 days). For example from the above table we have such jumps: from "28/12/08" to "28/12/08" , from 22/02/09" to "29/03/09", etc My goal is to have as much as possible the same sequence of dates across countries which is a bit difficult because of the two “problems” that I mentioned above. I want to have the same sequence of dates across countries because eventually what I want to do is see how the difference of prices for,say good k, between two countries evolves over time. So I want to set up the following regression ΔP_{ij,t}_{k}= constant +regressors +error term where ΔP_{ij,t } is the difference of prices between countries i and j in period t for good k. The ΔP_{t}_{k} is a vector of difference of prices for all pairs of countries at time t for good k. The whole point is to be able to run the above regression My initial idea was to use -tsfill- in the code which i display below ( and which can be easily reproduced with copy paste in stata): clear all cd D:\ input id str8 (dates) variable 1 "23/11/08" 2 1 "28/12/08" 3 1 "25/01/09" 4 1 "22/02/09" 5 1 "29/03/09" 6 1 "26/04/09" 32 1 "24/05/09" 23 1 "28/06/09" 32 2 "26/10/08" 45 2 "23/11/08" 46 2 "21/12/08" 90 2 "18/01/09" 54 2 "15/02/09" 65 2 "16/03/09" 77 2 "12/04/09" 7 2 "10/05/09" 6 end gen edate1 = date(dates, "DM20Y") gen edate2= floor(edate1/28) tsset id edate2 tsfill But I do not know if this approach is correct or not in order to be able to run the above regression. Apart from tsfill I have no other idea how to run this regression. Any suggestions/codes are welcome. thank you again On 6/6/12, Nick Cox <njcoxstata@gmail.com> wrote: > Your code does not run without correction. Apart from > > cd J:\ > > which will not work if such a drive does not exist, you need to change > -identif2- to -id-. But you could have checked the code yourself > before posting it. Otherwise I don't know how to respond to your > "feeling that something may not be correct". > > I guess you got no answers first time you posted this because people > could not work out what you were asking. > > Nick > > On Tue, Jun 5, 2012 at 8:45 PM, stef salvez <loggyedy@googlemail.com> > wrote: > >> I was wondering if someone could check the validity of the code. If I >> violate any rules I would be grateful to you if you could inform me >> about it >> >> >> thanks >> >> On 6/5/12, stef salvez <loggyedy@googlemail.com> wrote: >>> ok >>> >>> On 6/5/12, stef salvez <loggyedy@googlemail.com> wrote: >>>> Dear all, >>>> >>>> >>>> I have a panel data set. These data are available every 28 days (or 4 >>>> weeks). But in some case I have jumps (35 days instead of 28 days). >>>> So I used tsfill in the code which i display below >>>> >>>> >>>> >>>> clear all >>>> cd J:\ >>>> input id str8 (dates) var >>>> 1 "23/11/08" 2 >>>> 1 "28/12/08" 3 >>>> 1 "25/01/09" 4 >>>> 1 "22/02/09" 5 >>>> 1 "29/03/09" 6 >>>> 1 "26/04/09" 32 >>>> 1 "24/05/09" 23 >>>> 1 "28/06/09" 32 >>>> 2 "23/11/08" 45 >>>> 2 "28/12/08" 46 >>>> 2 "25/01/09" 90 >>>> 2 "22/02/09" 54 >>>> 2 "29/03/09" 65 >>>> 2 "26/04/09" 77 >>>> 2 "24/05/09" 7 >>>> 2 "28/06/09" 6 >>>> end >>>> >>>> >>>> gen edate1 = date(dates, "DM20Y") >>>> gen edate2= floor(edate1/28) >>>> tsset identif2 edate2 >>>> tsfill >>>> >>>> I get no warnign sign which seems to be ok. But when I look at the >>>> data editor I have the feeling that something may not be correct: >>>> So, I would like to ask if the above approach-code is correct >>>> > > * > * 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/ > * * 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**:**Re: st: could you please verify the correctness of the code?-tsfill function***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: could you please verify the correctness of the code?-tsfill function***From:*stef salvez <loggyedy@googlemail.com>

**Re: st: could you please verify the correctness of the code?-tsfill function***From:*stef salvez <loggyedy@googlemail.com>

**Re: st: could you please verify the correctness of the code?-tsfill function***From:*stef salvez <loggyedy@googlemail.com>

**Re: st: could you please verify the correctness of the code?-tsfill function***From:*Nick Cox <njcoxstata@gmail.com>

- Prev by Date:
**Re: st: RE: keep only one observation** - Next by Date:
**Re: st: How to extract text from Labels** - Previous by thread:
**Re: st: could you please verify the correctness of the code?-tsfill function** - Next by thread:
**Re: st: could you please verify the correctness of the code?-tsfill function** - Index(es):