spgen CRIME, lat(y_cntrd) lon(x_cntrd) swm(pow8) dist(.) dunit(km) app Spatially lagged variable using exponential functional typeofspatial weight matrix spgen CRIME, lat(y_cntrd) lon(x_cntrd) swm(exp0.15) dist(.) dunit(km) app Spatially lagged variable using binary typeofspatial...
2、Granger causality: using OLS If you regress ‘y’ on lagged values of ‘y’ and ‘x’ and the coefficients of the lag of ‘x’ are statistically significantly different from 0, then you can argue that ‘x’ Granger-cause ‘y’, this is, ‘x’ can be used to predict ‘y’ (se...
spgen CRIME, lat(y_cntrd) lon(x_cntrd) swm(pow8) dist(.) dunit(km) app Spatially lagged variable using exponential functional typeofspatial weight matrix spgen CRIME, lat(y_cntrd) lon(x_cntrd) swm(exp0.15) dist(.) dunit(km) app Spatially lagged variable using binary typeofspatial...
2、Granger causality: using OLS If you regress ‘y’ on lagged values of ‘y’ and ‘x’ and the coefficients of the lag of ‘x’ are statistically significantly different from 0, then you can argue that ‘x’ Granger-cause ‘y’, this is, ‘x’ can be used to predict ‘y’ (se...
Stata:时间序列教程 转载请注明来源 本文主要包括数据类型转换、自相关图、平稳性、协整、格兰杰检验等内容 1 From daily/monthly date variable to quarterly 1、Quarterly date from daily date 导入数据,查看数据 usedate.dtadesced 可以发现Date2 is a string date variable...
Stata:时间序列教程 转载请注明来源 本文主要包括数据类型转换、自相关图、平稳性、协整、格兰杰检验等内容 1 From daily/monthly date variable to quarterly 1、Quarterly date from daily date 导入数据,查看数据 usedate.dtadesced 可以发现Date2 is a string date variable...
Stata:时间序列教程 转载请注明来源 本文主要包括数据类型转换、自相关图、平稳性、协整、格兰杰检验等内容 1 From daily/monthly date variable to quarterly 1、Quarterly date from daily date 导入数据,查看数据 use date.dtadesced 可以发现Date2 is a string date variable...