nice video. a clarification on the "weird numbers" that you see in quarterly, monthly, or daily data: Stata stores dates as the number of days elapsed since Jan 1, 1960. So, for quarterly data, 1960q1 is always seen as 0, or for monthly data 1960m1 is always seen as 0. Likewise, for daily data, Dec 31, 1960, would be stored as 365 (365 days since Jan 1, 1960).
Thanks for watching! 📈 Download the DO File for free (no ads) and replicate the content of the video: jdeconomicstore.com/collection/stata ✅ Check all my video tutorials available and more on my website: www.jdeconomics.com/home Regards! JD
Hello Daiane, i have submitted a video about ARCH models. Here is the link: ruclips.net/video/_-HFP5KXwIk/видео.html . I will submit later one on GARCH models too.
Thank you very much for sharing this valuable content. I really like your channel! I am wondering whether there is a convenient way in Stata to address irregular time series observations without assigning false time stamps? Say using trading days for the entire analysis but in plotting the time series the time stamps are corrected specified? I am also wondering what is the best practice for using Stata when importing time series data? Should one keep the time stamps in the raw data? How to take care of the transformation of these time stamps into Stata readable format? Many thanks in advance!
Hello Yan, Thanks for your message and positive feedback. I am not sure about the first part of your question. Regarding the best way to handle time, for time series I normally import the dataset, generate a time variable and then drop the time variable from the original dataset. I hope that helps, and my apologies I'm not sure about the first part. Kind Regards, JD.
hi, I have a question. I have a daily dataset and I want to generate it to become quarters data such as 1/1/2021....3/31/2021 will become 2021q1...2021q1. Do you know how I can do that? Thank you!
Hi, I am no sure why is giving you that error message. If you downloaded the DO file In the description, make sure you only run one code and not all of it at the same time. Regards,
Yes, but unfortunately I am not in my research computer and don't remember it. I know the format is %tw. Try typing: help dates and times . Type that in stata and it will provide you the instructions for sure. Good luck! JD
nice video. a clarification on the "weird numbers" that you see in quarterly, monthly, or daily data: Stata stores dates as the number of days elapsed since Jan 1, 1960. So, for quarterly data, 1960q1 is always seen as 0, or for monthly data 1960m1 is always seen as 0. Likewise, for daily data, Dec 31, 1960, would be stored as 365 (365 days since Jan 1, 1960).
Thanks for watching!
📈 Download the DO File for free (no ads) and replicate the content of the video:
jdeconomicstore.com/collection/stata
✅ Check all my video tutorials available and more on my website:
www.jdeconomics.com/home
Regards!
JD
Very useful
Thanks a lot! Please feel free to subscribe to my channel and share it with your friends/social network. I wish you good luck on you studies/work!
@@JDEconomics already subscribed.
Thank you so much! You save my day
Glad I could help!
This is so good, thank you! You just saved me hours!
My pleasure! You can download for free the DO file at jdeconomicstore.com/b/generatetimevariablestata
Cheers! JD
@@JDEconomics Thank you, will do :-)
Thank you so much, was struggling to get this
My pleasure!
Great video! thank you! better than my pros!
Great to hear! Thanks a kot
thank you! so helpful
Glad it was helpful!
Thanks a lot, it was very helpful for me 🙏🏻🙏🏻🙏🏻🙏🏻
Great! You can download for free the Do file in my website! Www.jdeconomicstore.com
Good luck!
very helpful for me!!!!!
Thanks a lot! Please feel free to subscribe to my channel and share it with your friends/social network. I wish you good luck in your studies/work!
This Video was so useful. Thank You
Thanks nedeesha for your comment! Best regards, JD
Thanks for your great lesson!
No problem! Please check my website! Www.jdeconomics.com
Thank you so much sir, its very helpful for me. please make video on Qualitative Response Model. it would be very helpful for me
Thanks. I will add it to the list. Regards, JD
Very good! Waiting for video about garch-Midas in eviews or R 😀
Hi Daiane! Thanks for your message and suggestion! I will add it to the list of topics for future videos! Have a nice day! JD.
Hello Daiane, i have submitted a video about ARCH models. Here is the link: ruclips.net/video/_-HFP5KXwIk/видео.html . I will submit later one on GARCH models too.
@@JDEconomics thank you so much
This was really useful, thank you so much!!
Great to hear! Good luck! jD
@@JDEconomics Could you do someday a video of SARIMA models?
@@licornemiss4609 sure!
Really really helpful
Thanks! Great to hear! You can download for free the Do file in my website. Cheers, JD
Thank you!
No worries! Good luck!
Thanks so much!!
My pleasure! Good luck! JD
@@JDEconomics 😊🤓
Thank you very much for sharing this valuable content. I really like your channel! I am wondering whether there is a convenient way in Stata to address irregular time series observations without assigning false time stamps? Say using trading days for the entire analysis but in plotting the time series the time stamps are corrected specified? I am also wondering what is the best practice for using Stata when importing time series data? Should one keep the time stamps in the raw data? How to take care of the transformation of these time stamps into Stata readable format? Many thanks in advance!
Hello Yan, Thanks for your message and positive feedback. I am not sure about the first part of your question. Regarding the best way to handle time, for time series I normally import the dataset, generate a time variable and then drop the time variable from the original dataset.
I hope that helps, and my apologies I'm not sure about the first part.
Kind Regards,
JD.
How do you create time series variables with minute interval. I tried using tc() but does not work ???
Thanks for the video. What about when we want to create quarters for multiple cross sectional data? So a quarter that will stop and then reccur again.
I’m not sure about your request. Sorry
hi, I have a question. I have a daily dataset and I want to generate it to become quarters data such as 1/1/2021....3/31/2021 will become 2021q1...2021q1. Do you know how I can do that? Thank you!
can you advise how you tsset for Poisson regression
Helo! How if i just want to use weekdays for daily data?
My data start at 2022, but when i comand for daily its start form 1960, is there any solution?
Hey! Did you download the free do file?
Hi. When I identify the time variable this message appear "repeated time values in sample"
Hi, I am no sure why is giving you that error message. If you downloaded the DO file In the description, make sure you only run one code and not all of it at the same time. Regards,
Is it possible to generate weekly data?
Yes, but unfortunately I am not in my research computer and don't remember it. I know the format is %tw. Try typing: help dates and times .
Type that in stata and it will provide you the instructions for sure.
Good luck! JD
@@JDEconomics thanks!
does not work for me. when I type the same gen command the variables are created with no values inside
I had observation set at 0 sorry
Great you figured it out! Good job