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本帖最后由 ttri 于 2011-11-3 14:58 编辑
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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
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cycle1 | Coef. Std. Err. [95% Conf. Interval]; A% `& N2 V( F) G% }! o
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) Y* D6 j* I) q4 J0 U) `2 g) Z period | 12.66096 .042736 12.57719 12.74472 U. z4 O2 G) l# C2 @1 Q
frequency | .4962647 .0016751 .4929816 .4995478
+ G5 t" L0 t+ Y' n; G$ ~( |7 j. ]0 Y4 V damping | .9975266 .0020217 .9935641 1.001489! ~% N2 N2 P& d( ~2 x1 q& G
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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+ I [. F' v& a
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! |1 y' k+ j$ Z. r8 n cycle1 | Coef. Std. Err. [95% Conf. Interval]2 P& P$ a3 y4 I. N! s; w) [
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! T1 D3 v" c5 I% h' U period | 13.22747 .0419145 13.14532 13.30962
5 S6 z3 L/ n" B) g frequency | .4750103 .0015052 .4720602 .4779604
8 y# |9 T0 A' E/ H damping | .9968206 .0015157 .9938498 .9997913; s0 {, A0 ]2 U
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; b( f" [' w( T# N 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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