event-study, plot time series on selected/specific dates
Posted: Thu Oct 20, 2016 7:23 am
Hi all,
I have a set of macroeconomic announcement data. The time series has only observations on specifiy dates the rest is zero. I have created a dummy variable equals one on release dates otherwise zero. If I set the sample size according this dummy and plot the time series, I get disconnected lines. Here's an example of what I have done:
When I plot the data I get the following graph.
It seems to me that after adjusting sample according to the date dummy d, the spread sheet and the plot still contain the full sample dates. And the plot contains disconnected dots... Can anyone give me a hint?
Thanks
I have a set of macroeconomic announcement data. The time series has only observations on specifiy dates the rest is zero. I have created a dummy variable equals one on release dates otherwise zero. If I set the sample size according this dummy and plot the time series, I get disconnected lines. Here's an example of what I have done:
Code: Select all
@all if d = 1When I plot the data I get the following graph.
It seems to me that after adjusting sample according to the date dummy d, the spread sheet and the plot still contain the full sample dates. And the plot contains disconnected dots... Can anyone give me a hint?
Thanks