Stata Time series American University（美国大学占据时间序列）.pdfVIP

Center for Teaching, Research Learning Social Science Research Lab American University, Washington, D.C. /provost/ctrl/ 202-885-3862 Stata Time series Stata is a general-purpose statistical software package. Statas full range of capabilities include: data management, statistical analysis, graphics, simulations, and custom programming. Course Objective This course is designed to give a basic understanding of some of the features available in Stata when working with time series analysis. Time series data represents a pool of variables observed and recorded over time. For this tutorial we are going to use the “Time series.dta” data set containing the following variables : date, unemployment, consumer price index (CPI), interest rate, and GDP growth. “Time series.dta” contains observations for each quarter from 1960 to 2005. Learning Outcomes 1. Opening the data set and data description 2. Declaring the data to be Time Series 3. Useful time series command 4. Autocorrelation and cross-correlation analysis 5. Unit Root test 1. Opening the data set and data description We recommend that you create a log file before you start working in Stata, this way you will have all your computations on a file to review afterwards. To do this, go to: File Log Begin. This file will record all the input that you type, as well as all the output produced by STATA. Alternatively, you can type (in the command window): log using C:\Users\CTRL\Desktop\TSlog.log Opening the data file. For this tutorial, we will use Time series.dta, which can be downloaded from: /