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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
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- ^+ S! Z& }, b cycle1 | Coef. Std. Err. [95% Conf. Interval]
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% _* I% n+ a; H6 d G9 H* y period | 12.66096 .042736 12.57719 12.744723 p0 P# M* g7 ]5 \
frequency | .4962647 .0016751 .4929816 .4995478& @( Q9 n8 S( V2 h* ?, |+ I
damping | .9975266 .0020217 .9935641 1.0014892 E R, N+ \% f% I5 m7 r& }& v+ V2 F
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' o( Y; [ b+ s5 Y3 v! f6 t$ U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& _8 d, k' @$ f
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" ]& Y/ A- }0 q) R l/ u cycle1 | Coef. Std. Err. [95% Conf. Interval]- q0 P: N x$ `5 [! o
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/ j4 V9 s) x" @, m: H- W* r/ @ period | 13.22747 .0419145 13.14532 13.30962! u! m2 h. ^1 S& D
frequency | .4750103 .0015052 .4720602 .47796048 n \4 R6 W% x2 {2 Y k- E0 d9 T) R
damping | .9968206 .0015157 .9938498 .9997913
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w4 b$ I- I3 W2 N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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