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本帖最后由 ttri 于 2011-11-3 14:58 编辑 + B }1 w3 q4 D7 K
0 t% ?9 A; m5 p; y/ R* 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" r6 S2 G5 \( p: w
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cycle1 | Coef. Std. Err. [95% Conf. Interval]
: ~+ W6 s; g0 F( U8 |-------------+-----------------------------------------------
* T1 G* C, v! z. \* ?, ` period | 12.66096 .042736 12.57719 12.74472
7 h- U4 B4 `( X' M, \frequency | .4962647 .0016751 .4929816 .4995478+ [4 K; d& S; M# ?, |& d. W, H
damping | .9975266 .0020217 .9935641 1.0014895 ]& L6 N& Q/ t+ H8 G' l
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X! K6 U t) V虎大,俺找manual已经解决了,谢谢虎大提供的思路,我计算的结果如下
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( ]6 v9 K! b3 \) x* z0 ^$ \' ~ cycle1 | Coef. Std. Err. [95% Conf. Interval]
. W# F& @" C# a- ~6 |" b. r0 }-------------+-----------------------------------------------
2 f/ u3 Q5 p9 B period | 13.22747 .0419145 13.14532 13.30962
: r3 W% W; i# ~! `4 c frequency | .4750103 .0015052 .4720602 .4779604
) j4 q' }6 a1 s. V2 M7 w damping | .9968206 .0015157 .9938498 .9997913* I: C" }1 C! u7 S8 \9 A% u& E7 f. I
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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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