|
|
本帖最后由 ttri 于 2011-11-3 14:58 编辑 3 S! i+ }4 @9 ?8 }' ?
. e- h' j1 m3 P
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' m) p( y8 x+ |# \1 ~6 d
- O- x, d+ h' | f4 C O' U
-------------------------------------------------------------2 J% {# e- W' n& X! |! z% `6 J
cycle1 | Coef. Std. Err. [95% Conf. Interval]# M+ j7 P% a7 f6 Q
-------------+-----------------------------------------------
$ X& \: h2 H# V2 q7 Q; t period | 12.66096 .042736 12.57719 12.744728 \0 m) z- S4 P V
frequency | .4962647 .0016751 .4929816 .4995478
4 G2 ]8 s( y+ X5 ^' ` damping | .9975266 .0020217 .9935641 1.001489; P. a: R) Y5 _/ {0 `) W
-------------------------------------------------------------# p7 i& m4 f( T2 f0 J
$ C3 v7 j6 w `0 V4 q
& h0 q( f% H! n9 p* i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) F9 f: o! h; a
1 U2 ~& d0 `, K' z Z-------------------------------------------------------------; }. u- `$ z# _/ z& f* `& L
cycle1 | Coef. Std. Err. [95% Conf. Interval]
& W6 \7 C: F& ^" h6 W5 y-------------+-----------------------------------------------
2 D T) Y, t: U, [) Q period | 13.22747 .0419145 13.14532 13.30962+ Y) u, b3 I* y3 T
frequency | .4750103 .0015052 .4720602 .47796042 L5 K% V! N+ p' j' q, A
damping | .9968206 .0015157 .9938498 .9997913
# ^% z" ?; D; `0 f8 D. P7 m' F# X& f-------------------------------------------------------------
S9 U _5 a- @' \! @; l* W0 l$ z
) t4 r8 F9 V \1 e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!!! |
|