Declaring time series in Stata

0
votes

I have some panel data with quarterly data in string format (imported from .csv file).

The name of the variable is datacqrt and it is in the format "YYYY"Q"Q" say 1998Q3. So I have it from 1966Q1 to 2014Q4 for each of the around 200 categories.

I am following the Stata guide and creating a new variable like this

generate time = date(datacqtr,"YQ")

but then it creates only missing values.

How do I make Stata understand the variable datacqrt is a time?

1
timestataseries

1 Answers

2
votes

The function date() is for creating daily dates in Stata terms, i.e. days with an origin 0 at 1 January 1960. This is documented at length in (e.g.) help dates and times but is even clearer with the synonym daily().

You need the function quarterly(), for example: 

. di %tq quarterly("2015q3", "YQ")
2015q3

. di %3.0f quarterly("2015q3", "YQ")
222

In your case you want something like 

gen qdate = quarterly(datacqrt, "YQ")