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本帖最后由 ttri 于 2011-11-3 14:58 编辑
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1 V; F8 r: n h I- u8 {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]
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period | 12.66096 .042736 12.57719 12.74472# L) ~3 v# H0 K, c( _5 M$ E
frequency | .4962647 .0016751 .4929816 .4995478
! G7 D# a$ L. a$ `3 U damping | .9975266 .0020217 .9935641 1.001489
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- l* [! W0 a1 s. Q, v( _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& l- L7 A7 n$ S
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0 H3 S+ Z- q! \, w! M5 F: G- U cycle1 | Coef. Std. Err. [95% Conf. Interval]* |4 k- X1 r2 a" W* H- W5 `* i
-------------+-----------------------------------------------0 Q4 e8 |4 E2 v% {4 Q0 w4 s' \
period | 13.22747 .0419145 13.14532 13.30962
" i J0 `% A4 @2 r frequency | .4750103 .0015052 .4720602 .4779604' W- v7 Q0 u- k- y! U
damping | .9968206 .0015157 .9938498 .9997913# `$ V% e5 w( `- o
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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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