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本帖最后由 ttri 于 2011-11-3 14:58 编辑 2 Y4 h; v9 F& n. z3 M. y
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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, ~8 e7 O8 S6 M, ]: q& K
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7 s1 l1 \; \) F cycle1 | Coef. Std. Err. [95% Conf. Interval]
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/ z" @% j2 R/ W1 l, H; S; `8 v' P period | 12.66096 .042736 12.57719 12.74472$ N1 O8 @/ \4 f# O" k6 t
frequency | .4962647 .0016751 .4929816 .49954788 ~. G0 @: p" ~9 i4 y1 n1 V
damping | .9975266 .0020217 .9935641 1.001489
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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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cycle1 | Coef. Std. Err. [95% Conf. Interval]
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period | 13.22747 .0419145 13.14532 13.30962* ^2 H5 q) M; u# o D
frequency | .4750103 .0015052 .4720602 .4779604
x0 C+ A) {: G: m" G/ d/ q+ U( v damping | .9968206 .0015157 .9938498 .9997913
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( x! I) }" F, n( Q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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