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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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cycle1 | Coef. Std. Err. [95% Conf. Interval]
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period | 12.66096 .042736 12.57719 12.74472
4 ]) J" {4 p! x" efrequency | .4962647 .0016751 .4929816 .4995478' w* B! p" @+ E: a& l. q ^
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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) z( N T# r; K6 \ cycle1 | Coef. Std. Err. [95% Conf. Interval]2 S: ?/ N. e/ p( _7 E0 T2 O( C6 d
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period | 13.22747 .0419145 13.14532 13.30962
# k5 U: s( p0 w frequency | .4750103 .0015052 .4720602 .4779604) M3 k/ ~9 D% m4 Y" \
damping | .9968206 .0015157 .9938498 .9997913$ G5 r! |. R& m: f0 D4 D
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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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