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本帖最后由 ttri 于 2011-11-3 14:58 编辑 : {7 V9 p) G9 d- |1 k- A
2 U- A. L# Y/ w# Q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6 D; U( Z# H v* W1 {% M* y$ w
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cycle1 | Coef. Std. Err. [95% Conf. Interval]
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period | 12.66096 .042736 12.57719 12.74472
* T1 K8 ]6 U1 G2 W: zfrequency | .4962647 .0016751 .4929816 .4995478
0 A( j1 I% `, ^; @2 u: d' b damping | .9975266 .0020217 .9935641 1.001489
" a: d) d* ~! K8 ]2 r/ N-------------------------------------------------------------
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8 B1 b9 Z/ e% t6 L1 Y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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: E1 `7 S4 o# V, X2 F8 `! t cycle1 | Coef. Std. Err. [95% Conf. Interval]# `0 L+ k% {* d) h/ w% {/ J
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2 N Q- x4 U- D8 N: }4 c period | 13.22747 .0419145 13.14532 13.30962
! U9 w6 o- n1 K, R frequency | .4750103 .0015052 .4720602 .4779604( g1 L x9 D5 i
damping | .9968206 .0015157 .9938498 .99979131 q; k8 N7 T( k- j" o% r+ m9 g; v
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3 D! i/ i6 ?- w+ D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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