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

From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Tue, 14 Oct 2008 19:59:26 +0100 |

gen byte istrading = trading == "T" bysort date (istrading time) : gen dt = time - time[_n-1] if istrading & istrading[_n-1] This naturally excludes differences between the last trade of a day and the first trade of the next day, as did your code here. Nick n.j.cox@durham.ac.uk Katia Bobulova 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). * * 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: RE: How to calculate the time elapsed between two trading?***From:*"Katia Bobulova" <katia.bobulova@googlemail.com>

**References**:**st: How to calculate the time elapsed between two trading?***From:*"Katia Bobulova" <katia.bobulova@googlemail.com>

- Prev by Date:
**Re: st: weights panel-survey data** - Next by Date:
**Re: st: tmap and point counts per spatial area** - Previous by thread:
**st: How to calculate the time elapsed between two trading?** - Next by thread:
**Re: st: RE: How to calculate the time elapsed between two trading?** - Index(es):

© Copyright 1996–2023 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |