运用stata进行时间序列的分析.docVIP

运用stata进行时间序列分析48/07/11 %dN-D-CY 07-11-1948 ---------------------------------- clear set obs 100 5 gen t = _n + d(13feb1978) list t in 1/5 format t %dCY-N-D /*1978-02-14*/ list t in 1/5 format t %dcy_n_d /*1978 2 14*/ list t in 1/5 use B6_tsset, clear list tsset t, format(%twCY-m) list 4）一个实例：生成连续的时间变量 use e1920.dta, clear list year month in 1/30 sort year month gen time = _n tsset time list year month time in 1/30 generate newmonth = m(1920-1) + time - 1 tsset newmonth, monthly list year month time newmonth in 1/30 1.4图解时间序列 1）例1： clear set seedsim_arma ar2, ar(0.7 0.2) nobs(200) si