|
|
本帖最后由 ttri 于 2011-11-3 14:58 编辑
5 X! J8 C" x7 m9 r! U6 A }/ X( S, T6 w
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, U0 T5 g# N- O: s
" P5 A2 L: C0 c! i
-------------------------------------------------------------. K* p% O- i' }7 _& A: Z
cycle1 | Coef. Std. Err. [95% Conf. Interval]! [ ~: ?5 a8 G& Z( ]5 D
-------------+-----------------------------------------------$ C: Y& J( j: e9 j0 Z2 O1 V
period | 12.66096 .042736 12.57719 12.74472
( s1 F5 m ^4 Y- _frequency | .4962647 .0016751 .4929816 .4995478
- W* H7 Y& W5 M: O ~& W+ j" B& F damping | .9975266 .0020217 .9935641 1.001489+ y" u' @( c- W2 j/ K6 P3 S
-------------------------------------------------------------6 ], Q" @; e5 D. A O0 l
* l6 |' M$ V9 P+ g' z3 N: A
) d% g! i# a9 }5 |+ g8 G! y% |1 j
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
7 j; f( v6 {2 u; z: s+ q: k- b
, h: o" X& V8 X1 k( v/ L' t-------------------------------------------------------------6 h# ~% m5 `4 \2 T( V+ P- _3 }$ _
cycle1 | Coef. Std. Err. [95% Conf. Interval]
, k4 r2 L0 ` N1 Y$ l( {4 D-------------+-----------------------------------------------
4 y: U0 U1 U% c! q) z+ K c period | 13.22747 .0419145 13.14532 13.30962
n7 ?& i* R3 n' A; T frequency | .4750103 .0015052 .4720602 .4779604
8 h7 ^/ \4 w* Y- Y" Z I damping | .9968206 .0015157 .9938498 .9997913
& C2 k/ I# i: `8 |! l4 x-------------------------------------------------------------
1 ]. f4 f) \# T3 J- _ D+ P* \( V) Z; j
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!!! |
|