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本帖最后由 ttri 于 2011-11-3 14:58 编辑 / n6 _' A. g& n1 t
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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
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cycle1 | Coef. Std. Err. [95% Conf. Interval]9 N3 B# s) l0 a+ x. R
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O% t: u% e2 \: Q# r8 `8 c period | 12.66096 .042736 12.57719 12.74472
* P/ M8 c# c( cfrequency | .4962647 .0016751 .4929816 .4995478/ i9 C2 J7 v; K: s
damping | .9975266 .0020217 .9935641 1.001489! D; q0 T, P8 E4 k
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: Y' `; M+ G/ E0 g$ q2 O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( X' q9 H3 o0 s! t
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8 I6 X' s% J( u" @ ? cycle1 | Coef. Std. Err. [95% Conf. Interval]
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period | 13.22747 .0419145 13.14532 13.30962
. s6 J; W, y3 j7 B" e) B frequency | .4750103 .0015052 .4720602 .4779604
6 E! k4 g; F0 Q7 X9 k5 { damping | .9968206 .0015157 .9938498 .9997913
) y m6 L( `% |+ c! e8 E: v) b-------------------------------------------------------------
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0 l9 p' C) V# t8 U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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