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st: tsset problem

From   Beatrice Crozza <[email protected]>
To   [email protected]
Subject   st: tsset problem
Date   Thu, 21 Jan 2010 18:29:10 +0000

Dear All,

I have have repeated values for my data as in this example:

date               time       price
26/01/2009     83000     100.03
26/01/2009     91500     100.14
26/01/2004     150300    100.1
28/01/2009     101500    100.09
28/01/2009     112300    100.11
28/01/2009     130000    100.09

What I would like to do is to calculate the difference between two
prices for each day. This means that for each day I will have a
missing value because I don't want to consider the difference of
prices between two days.

 I constructed a time variable such as:
generate ttime=_n
but in this way I have also the difference of prices between two days.

I need to solve this problem in order to do further analysis. Could you help me?

Many thanks,

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