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本帖最后由 ttri 于 2011-11-3 14:58 编辑
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7 ]7 @& O& r2 ~$ |/ \+ z+ Z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]
# ]: d( z/ `( ]/ W, v* Z! t-------------+-----------------------------------------------
8 E1 O; r& g) y& T; J3 Z8 P# e8 N period | 12.66096 .042736 12.57719 12.74472, ?' G/ z3 S/ ?$ a- U5 t" ~$ R
frequency | .4962647 .0016751 .4929816 .4995478# |) Y- ]% O, ]6 r) f' U- B
damping | .9975266 .0020217 .9935641 1.001489
0 m, a; D$ C/ ]. l( x1 s-------------------------------------------------------------
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- ?% @: W" c% i( f8 v1 Z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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- Y; V. b& {7 \8 Q/ [ t cycle1 | Coef. Std. Err. [95% Conf. Interval]' F* C* v) V* S0 _8 A0 q
-------------+-----------------------------------------------: m8 N. r# E; `8 U% p' \
period | 13.22747 .0419145 13.14532 13.30962
8 T0 C% `. Z5 a+ N frequency | .4750103 .0015052 .4720602 .4779604
8 }" F3 y$ e1 A+ z6 t! y9 T% J. m damping | .9968206 .0015157 .9938498 .9997913
" W7 r9 h6 t6 o y2 q- B% r5 x-------------------------------------------------------------! C: e3 N) q l/ w9 Z
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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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