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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3 v$ U- U5 z+ Q. m
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3 {/ h1 w9 w0 x* m( [/ ~+ E3 R% h5 w! m cycle1 | Coef. Std. Err. [95% Conf. Interval]
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% S( H3 c1 T! {# P period | 12.66096 .042736 12.57719 12.744726 C! U5 T7 T3 i: @
frequency | .4962647 .0016751 .4929816 .4995478# Y' u9 x0 E8 f5 i3 [
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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8 g" U8 k6 k: v- P8 H$ ]8 C cycle1 | Coef. Std. Err. [95% Conf. Interval]0 n( H+ E5 S* v. S# M1 C
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period | 13.22747 .0419145 13.14532 13.30962
2 ?- ^, A3 u( b# i, `' S1 e5 [) i, @ frequency | .4750103 .0015052 .4720602 .4779604% e! m. G- F- W+ A8 e
damping | .9968206 .0015157 .9938498 .9997913 x3 N/ X. Y8 j* E
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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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