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  • How to get price spells ?

    I have Monthly prices data of many goods for 10 years. I need to get the price spells i.e. the duration for which the prices remain unchanged. What commands should I use to get the price spells ? Also I need to study the relationship between price spells and other covariates ? How to use survival analysis on this kind of data. Please help.

  • #2
    There are several questions there and I won't try to answer them all. For first principles in identifying spells see e.g. https://www.stata-journal.com/articl...article=dm0029 and for a basic tool see tsspell from SSC.

    Note that

    Code:
    search spell
    in Stata would have brought up references to these materials (and to much else that is relevant)

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