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本帖最后由 ttri 于 2011-11-3 14:58 编辑
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谢谢虎大的好文!俺初学计量,想跟着虎大的思路做做分析,前面的内容都可以用数据基本得到,但是下面的这个低频转换为相应周期怎么得到呢?stata的命令函数不熟悉,麻烦虎大给小生指点指点 z3 d0 G3 _1 H( h2 J: ^6 ]
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) A W" X, _1 D' O- g4 X$ ]5 M& L1 E% G cycle1 | Coef. Std. Err. [95% Conf. Interval]/ e1 s! A: z* s! m
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* s4 F D' A0 u v" b1 a* Y period | 12.66096 .042736 12.57719 12.74472
" R3 d* q4 q. I) L/ C; R5 q v5 o( Cfrequency | .4962647 .0016751 .4929816 .4995478
|/ f$ M: p n4 I- ? damping | .9975266 .0020217 .9935641 1.001489
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0 [, i/ `$ L2 U; |4 S虎大,俺找manual已经解决了,谢谢虎大提供的思路,我计算的结果如下, B3 ^, K& @ j7 ] Z( S7 ^4 T" M
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, _) A3 m+ R- @+ m/ x# u5 P cycle1 | Coef. Std. Err. [95% Conf. Interval]
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+ a/ k- O2 y7 ]9 n' e; k period | 13.22747 .0419145 13.14532 13.30962
3 _. {, ^# E( x% y frequency | .4750103 .0015052 .4720602 .4779604
! q" R5 H" p( h9 _( d( p# N S damping | .9968206 .0015157 .9938498 .9997913% W! F& n" W. c5 w
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用的是上证指数到昨天为止的全部数据,您提供的分析工具和方法非常有价值,谢谢!!! |
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