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本帖最后由 ttri 于 2011-11-3 14:58 编辑 0 w! E4 g$ Y2 M8 }; h% P
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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2 w0 e- X+ P# ?, `% a8 R
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cycle1 | Coef. Std. Err. [95% Conf. Interval]3 h9 D$ W& J; c* Z/ O
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: C5 j, z: J* z: R period | 12.66096 .042736 12.57719 12.74472: X% A- y/ z; E [* c% m, L3 H+ [
frequency | .4962647 .0016751 .4929816 .4995478
8 j1 c7 B5 O4 b" X# f* M# f damping | .9975266 .0020217 .9935641 1.0014896 j# R! y4 P5 l' C" B4 A. S8 O
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" b, R+ `. h, O" q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! z" u3 Z( e, t$ Z9 Y; r2 \
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4 ]8 x+ R$ z' r7 B$ x- U cycle1 | Coef. Std. Err. [95% Conf. Interval]+ @, z. |" h4 i& e- K' _
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) {# l- N& g" J, [ period | 13.22747 .0419145 13.14532 13.309625 g" A, ]8 S9 o$ s* c& T+ @4 K# L
frequency | .4750103 .0015052 .4720602 .4779604
8 Y4 n, K9 @* ~; J3 o damping | .9968206 .0015157 .9938498 .9997913
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- I/ I: B2 t3 G- n, M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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