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本帖最后由 ttri 于 2011-11-3 14:58 编辑
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$ q/ b" b; H; l0 g7 q4 z" j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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2 U- B' P0 U( i- k } T6 B cycle1 | Coef. Std. Err. [95% Conf. Interval]8 C0 ?* K- f* X/ x k5 z
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0 p. P- v5 L5 f j2 F* x4 z period | 12.66096 .042736 12.57719 12.74472
2 R6 k# d1 u! Jfrequency | .4962647 .0016751 .4929816 .4995478- U& {/ p, w. L% \ q
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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# F, u/ N* ?# G5 Y8 C/ ^ cycle1 | Coef. Std. Err. [95% Conf. Interval]
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period | 13.22747 .0419145 13.14532 13.30962
; G8 F! D7 ^" {& a frequency | .4750103 .0015052 .4720602 .47796042 k/ }% k+ a; n6 X* c. a0 f
damping | .9968206 .0015157 .9938498 .9997913& B" \; \% T2 a- J" {
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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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