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本帖最后由 ttri 于 2011-11-3 14:58 编辑 5 f& D* l' n, \0 \5 Q
; M! `' R4 \: ?8 D3 s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* B% E) A( O G7 @3 q. F
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2 |4 W* `- A$ [: V7 | cycle1 | Coef. Std. Err. [95% Conf. Interval]8 Q* Z5 r, J3 t0 U
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period | 12.66096 .042736 12.57719 12.74472
) p( _# X6 a6 U! I% Hfrequency | .4962647 .0016751 .4929816 .4995478: |; O3 i; @4 i
damping | .9975266 .0020217 .9935641 1.001489' N4 J) M) \- L1 `) ~
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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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) D, [ Y4 ?5 Q7 K cycle1 | Coef. Std. Err. [95% Conf. Interval]+ ^$ a1 Q9 u9 G
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, ?$ M# [: `" y! U5 d period | 13.22747 .0419145 13.14532 13.30962
\5 C- B! }3 \8 C0 G u frequency | .4750103 .0015052 .4720602 .4779604/ b6 ^" H% a1 Y( A0 P n, I
damping | .9968206 .0015157 .9938498 .9997913
8 H4 M& [7 ~, R) c7 N& w9 T-------------------------------------------------------------- j0 E* g2 A3 n3 R
! Y3 |* X6 k: E# o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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