Plot line not appearing

[Raul Athwall]

Hi,

I am looking to plot a line graph for the first difference of variable lvixprice.

I am using

twoway (tsline D.lvixprice)

but the line is not plotting- nothing is shown on the line graph

Data:

input int date float(vixprice lvixprice)
16284 13.34  2.590767
16315 12.45  2.521721
16345 14.02  2.640485
16376 12.64 2.5368664
16406 10.84  2.383243
16437 10.84  2.383243
16468 10.95 2.3933394
16496 10.72  2.372111
16527  13.1  2.572612
16557 10.84  2.383243
16588 10.07 2.3095608
16618 10.59 2.3599102
16649 11.65  2.455306
16680 10.27  2.329227
16710 14.73  2.689886
16741 12.26  2.506342
16771 11.63  2.453588
16802 12.77 2.5470986
16833 12.69  2.540814
16861 12.44  2.520917
16892 12.23  2.503892
16922 21.27  3.057298
16953  16.8  2.821379
16983 16.48 2.8021474
17014 13.93  2.634045
17045  14.2  2.653242
17075 12.62  2.535283
17106 13.52   2.60417
17136 13.05  2.568788
17167 14.36 2.6644466
17198 16.87  2.825537
17226 14.89   2.70069
17257 15.34  2.730464
17287 14.28   2.65886
17318 14.69  2.687167
17348  21.8   3.08191
17379 23.62  3.162094
17410 20.65  3.027715
17440 21.01 3.0449984
17471 23.74 3.1671615
17501 23.24  3.145875
17532 29.03   3.36833
17563 29.06 3.3693626
17592 26.09  3.261552
17623 19.79  2.985177
17653 21.25  3.056357
17684  23.4  3.152736
17714 21.79  3.081451
17745 19.51  2.970927
17776 39.68 3.6808474
17806 54.15  3.991758
17837 44.65  3.798854
17867  38.9  3.660994
17898 41.76  3.731939
17929 38.43 3.6488385
17957  36.4  3.594569
17988 30.99 3.4336646
18018 26.83  3.289521
18049 25.03  3.220075
18079 23.77 3.1684244
18110  23.1  3.139833
18141 22.35  3.106826
18171 27.67  3.320349
18202 25.82 3.2511494
18232  20.3  3.010621
18263  22.9  3.131137
18294 18.45  2.915064

Is there a minimum number of values required to plot the first difference of a time series variable?

[Nick Cox]

The first difference in your data is always missing if you tsset in terms of daily date, which is my guess at why you see nothing. The previous daily date is never to be found in the dataset as the data are monthly but reported in terms of daily dates. You need to map your dates to monthly dates using mofd() and then tsset in terms of that. new variable.

[Raul Athwall]

The only issue I have is that this is part of a larger dataset, which is at daily intervals. I have also mapped this into a business calendar-

input int date double FTSE100 float(CCI lvixprice) long my_date
18631 5899.94        .        . 1771
18632 6013.87        .        . 1772
18633 6043.86        .        . 1773
18634 6019.51        .        . 1774
18637 5984.33        .        . 1775
18638  5956.3        .        . 1776
18639 6014.03        .        . 1777
18640 6050.72        .        . 1778
18641 6023.88        .        . 1779
18644 6002.07        .        . 1780
18645  5985.7        .        . 1781
18646 6056.43        .        . 1782
18647  5976.7        .        . 1783
18648 5867.91        .        . 1784
18651 5896.25        .        . 1785
18652 5943.85        .        . 1786
18653 5917.71        .        . 1787
18654 5969.21        .        . 1788
18655 5965.08        .        . 1789
18658 5881.37        .        . 1790
18659 5862.94 96.98054 2.952303 1791
18660 5957.82        .        . 1792
18661 6000.07        .        . 1793
18662 5983.34        .        . 1794
18665 5997.38        .        . 1795
18666 6051.03        .        . 1796
18667 6091.33        .        . 1797
18668 6052.29        .        . 1798
18669 6020.01        .        . 1799
18672  6062.9        .        . 1800
18673 6060.09        .        . 1801
18674 6037.08        .        . 1802
18675 6085.27        .        . 1803
18676 6087.38        .        . 1804
18679 6082.99        .        . 1805
18680  6014.8        .        . 1806
18681 5996.76        .        . 1807
18682 5923.53        .        . 1808
18683 5919.98        .        . 1809
18686  6001.2        .        . 1810
18687 5994.01  96.8317   2.7985 1811
18688 5935.76        .        . 1812
18689 5914.89        .        . 1813
18690 6005.09        .        . 1814
18693 5990.39        .        . 1815
18694 5973.78        .        . 1816
18695 5974.76        .        . 1817
18696  5937.3        .        . 1818
18697 5845.29        .        . 1819
18700 5828.67        .        . 1820
18701 5775.24        .        . 1821
18702 5695.28        .        . 1822
18703 5598.23        .        . 1823
18704 5696.11        .        . 1824
18707 5718.13        .        . 1825
18708 5786.09        .        . 1826
18709 5762.71        .        . 1827
18710 5795.88        .        . 1828
18711 5880.87        .        . 1829
18714 5900.76        .        . 1830
18715 5904.49        .        . 1831
18716 5932.17        .        . 1832
18717  5948.3        .        . 1833
18718 5908.76 96.86478 2.711378 1834
18721 6009.92        .        . 1835
18722 6016.98        .        . 1836
18723 6007.06        .        . 1837
18724 6041.13        .        . 1838
18725 6007.37        .        . 1839
18728 6055.75        .        . 1840
18729 6053.44        .        . 1841
18730 5964.47        .        . 1842
18731 6010.44        .        . 1843
18732  5963.8        .        . 1844
18735 5996.01        .        . 1845
18736 5870.08        .        . 1846
18737 5896.87        .        . 1847
18738 6022.26        .        . 1848
18743  6018.3        .        . 1849
18744 6069.36        .        . 1850
18745 6068.16        .        . 1851
18750  6069.9        .        . 1852
18751 6082.88        .        . 1853
18752 5984.07        .        . 1854
18753 5919.98        .        . 1855
18756 5976.77        .        . 1856
18757 5942.69        .        . 1857
18758 6018.89        .        . 1858
18759    5976        .        . 1859
18760 5944.96        .        . 1860
18763 5925.87        .        . 1861
18764 5923.69        .        . 1862
18765    5861        .        . 1863
18766 5923.49        .        . 1864
18767 5955.99        .        . 1865
18770 5948.49        .        . 1866
18771 5835.89        .        . 1867
18772 5858.41        .        . 1868
18773 5870.14        .        . 1869
18774 5880.99        .        . 1870
end
format %tdnn/dd/CCYY date
format %td my_date

The date variable is the business calendar, and the my_date variable is the original daily dates from 2004-2022 (not sure why it is from 1960-1973 but I guess that is irrelevant to my question).

[Nick Cox]

The key point remains that in #2. The graph you ask for is of monthly data and a difference operator manifestly produces useless results with a tsset in terms of daily dates.

If you want a graph that is a matter for extracting the data to a different dataset (a frame might work, but I don't know) and declaring it as monthly data.

A crude alternative if the data are exactly as in #1 is to calculate the difference yourself

gen diff = lvixprice -  lvixprice[_n-1]

but a graph in terms of a daily date axis is going to be harder work to do well than you want.


Sorry. but business calendars, as previously mentioned to you, are a question for somebody else. I have never used one.