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本帖最后由 ttri 于 2011-11-3 14:58 编辑
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$ K' f8 K( {; V; B8 d2 f; V8 A, @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/ d3 ^% j2 d3 R0 L- x; l
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cycle1 | Coef. Std. Err. [95% Conf. Interval]
0 S3 c! e) y1 m, X- E' [! ]-------------+-----------------------------------------------
8 O. w7 j' ]0 q/ u% k period | 12.66096 .042736 12.57719 12.74472$ S+ D# g2 v. d) W/ U8 S) D
frequency | .4962647 .0016751 .4929816 .4995478
' Q! }% Y* w1 g damping | .9975266 .0020217 .9935641 1.001489* \9 Y M! z6 S1 |/ w
-------------------------------------------------------------& Z t8 H. ?8 m, O! X0 h
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1 L. c7 F. x$ f ]" c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' Q( e3 Q, b% |" ?, `) h4 j
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cycle1 | Coef. Std. Err. [95% Conf. Interval]
* {- i; R# ~, g `2 ^$ U-------------+-----------------------------------------------8 i$ G* w2 K3 H% \1 M
period | 13.22747 .0419145 13.14532 13.30962
# X2 v9 {- R. u. J9 ~! Q; e7 @( x frequency | .4750103 .0015052 .4720602 .47796045 P% D* b: ?9 P- R- e5 T: \
damping | .9968206 .0015157 .9938498 .9997913( N: w0 C' ?9 f3 g+ j
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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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