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本帖最后由 ttri 于 2011-11-3 14:58 编辑
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; y( L V8 D6 c3 U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1 y, [: ~) {0 L
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0 P7 C, b+ C+ W6 j. ?% M cycle1 | Coef. Std. Err. [95% Conf. Interval]
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period | 12.66096 .042736 12.57719 12.74472; h( x) [9 C1 x: X' ~' u
frequency | .4962647 .0016751 .4929816 .4995478
5 v% |% m: _9 v6 n% r damping | .9975266 .0020217 .9935641 1.001489
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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
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cycle1 | Coef. Std. Err. [95% Conf. Interval]
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# O" x, B8 e# E: _* N period | 13.22747 .0419145 13.14532 13.30962! ?+ `' l* z6 o; s" {7 z; u
frequency | .4750103 .0015052 .4720602 .4779604
6 z& V. u& I N- K damping | .9968206 .0015157 .9938498 .9997913; d. ~' G! J! c1 g9 v
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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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