= TsSet =

The '''`tsset`''' command declares a time series dataset.

<<TableOfContents>>

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== Usage ==

{{{
. webuse gdp2
(Federal Reserve Economic Data, St. Louis Fed)

. tsset daten

Time variable: daten, 01jan1952 to 01oct2010, but with gaps
        Delta: 1 day

. tsset tq

Time variable: tq, 1952q1 to 2010q4
        Delta: 1 month
}}}

Stata will indicate if there are gaps in observations. A common issue is misspecifying the time units (e.g., specifying a date for time series data that was collected weekly)

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== Operators ==

Time series variable operators:
 * `L.foo` = lagged reference
 * `LN.foo` = reference lagged by `N` time periods
 * `F.foo` = forward reference
 * `FN.foo` = reference forwarded by `N` time periods
 * `D.foo` = difference between `L.foo` and `foo`
 * `DN.foo` = difference between `LN.foo` and `foo`
 * `S.foo` = seasonal difference between `L.foo` and `foo`
 * `SN.foo` = seasonal difference between `LN.foo` and `foo`

Note also that the operators are case-insensitive.

As an example:

{{{
webuse gdp2
tsset tq

// Create new variables
generate l_gdp_ln = l.gdp_ln
generate l_l_gdp_ln = l2.gdp_ln

// Directly reference
regress gdp_ln l.gdp_ln
}}}

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== Analysis ==

{{{
twoway (line gdp_ln tq)
}}}



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CategoryRicottone