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本帖最后由 ttri 于 2011-11-3 14:58 编辑
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/ ~/ X' r4 g# K' G6 p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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' L4 Z$ g/ S# r9 f cycle1 | Coef. Std. Err. [95% Conf. Interval]! u9 E4 I* t; Q8 y2 h- H7 v+ C4 ~
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9 @+ T* s U% p( M period | 12.66096 .042736 12.57719 12.74472
1 I! r. y5 b1 w$ [frequency | .4962647 .0016751 .4929816 .4995478# m; Y' M c1 `. e; s
damping | .9975266 .0020217 .9935641 1.001489
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( z4 ^! k' [% 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( B, c; U# Y/ W1 D! j( l
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cycle1 | Coef. Std. Err. [95% Conf. Interval] ?1 S8 S# H- }
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2 G0 k, ?: Q" Z) |4 D% e period | 13.22747 .0419145 13.14532 13.30962
7 i( T& w/ Z3 J+ o' G* U7 n" A frequency | .4750103 .0015052 .4720602 .4779604
4 u7 I4 L* Y7 V: V damping | .9968206 .0015157 .9938498 .99979137 Q5 P" b& }. x, S7 c
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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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