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本帖最后由 ttri 于 2011-11-3 14:58 编辑 ( H% e: C% M S9 w- _- M
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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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" }% q+ @- d& v2 q) Y+ s0 \4 l cycle1 | Coef. Std. Err. [95% Conf. Interval]
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period | 12.66096 .042736 12.57719 12.74472
$ A( Q2 r' U3 A) }# S, s0 B5 ]frequency | .4962647 .0016751 .4929816 .4995478( v5 X8 a8 A8 r6 n2 j# ~. l' x
damping | .9975266 .0020217 .9935641 1.0014892 E5 U; R' W w
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; w$ s1 t( i* A( J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4 `0 C3 g5 H; j
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6 `5 {4 b2 ?) f/ U cycle1 | Coef. Std. Err. [95% Conf. Interval]5 n! h& o6 e" A4 N' y
-------------+-----------------------------------------------; p# L- b6 R$ a, s1 O; U0 \% a
period | 13.22747 .0419145 13.14532 13.30962, n; s* y% f" }1 K
frequency | .4750103 .0015052 .4720602 .4779604% a3 L p) l- N0 n% ^0 k
damping | .9968206 .0015157 .9938498 .9997913
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1 W; Q4 u& S% ]$ ?, R5 I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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