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Defining Time Series In Stata
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1.1.1 Defining Time-Series in Stata - LearnEconometrics.com
www.learneconometrics.com1.1.1 Defining Time-Series in Stata In order to take advantage of Stata’s many built-in functions for analyzing time-series data, one has to declare the data in the set to be a time-series. Since time-series are ordered in time their position relative to the other observations must be maintained.
Introduction to Time Series Regression and Forecasting
www.sas.upenn.eduFirst, let STATA know you are using time series data generate time=q(1959q1)+_n-1; _n is the observation no. So this command creates a new variable time that has a special quarterly date format format time %tq; Specify the quarterly date format sort time; Sort by time tsset time; Let STATA know that the variable time is the variable you want to ...