滞后阶数选择的统计量lutstats) 窗口操作:StatisticsMultivariate time seriesVAR(第二项) 如何看结果: 保存估计结果的命令:est store 名称 2 VAR 模型平稳性 STATA 命令:varstable(,graph 表示画出图形) 如何看结果:特征值都在圆内,即都小于1,表示VAR 模型稳定 窗口操作:Statistics Multivariate time series VAR ...
3.5 点图 Dot charts **点图DotchartsinStata.webusenlsw88,clear.graphdotwagehours,over(occ) 3.6 分布图 Distribution plots 3.7 ROC 分析图 3.8 回归拟合图 Regression fit plots 3.9生存分析图 Survival graphs 3.10 时间序列图 Time-series plots 3.11 VAR 和 VEC VAR模型相关图 4 Python 与数据可视化 4.1...
窗口操作:Statistics——Multivariate time series——IRF and FEVD analysis 简单的IRF:(VAR/SVAR/VEC 之后) 命令:irf graph irf(,使用哪个文件 set(文件名)/ 脉冲变量 impulse(变量名)/响应变量response(生变量名))如果不加约束就是默认当前打开的文件 动态乘子:(VAR 之后) 命令:irf graph dm(,使用哪个文件 ...
(return) graph combine variance return, col(1) row(1) *** To estimate the GJR-GARCH(1,1) arch rgbp, ar(1/2) arch(1) garch(1) tarch(1) ***To estimate the EGARCH(1,1) arch rgbp, ar(1/2) earch(1) egarch(1) *** To estimate the PARCH(1,1) arch rgbp, ar(1/2) ...
局部自相关检验用到的命令为spatlsa,语法格式为:spatlsa varname , weights(matrix) [ moran geary go1 go2 id(varname) twotail sort graph(moran|go1|go1) symbol(id|n) map(filename) xcoord(varname) ycoord(varname) savegraph(filename [, replace]) ] ...
graph box box-and-whisker plots graph pie pie charts other more commands to draw statistical graphs 而对于常见的graph twoway 命令,则可以延伸出来很多图形,包括散点图、折线图、饼图等。 命令用法为: [graph] twoway plot [if] [in] [, twoway_options] ...
graph pie pie charts graph export export .gph file to PostScript, etc. Other graphics commands More commands to draw statistical graphs:Distributional diagnostic plots; Smoothing and densities; Regression diagnostics; Time series; Vector autoregressive (VAR, SVAR, VECM) models; Longitudinal data/panel...
Watch Stata's new graph scheme. Watch How to graph functions using Stata. Watch Transparency in Stata graphs. Watch Modifying sizes of elements in graphs. Regression fit graphs Added-variable plots (partial-regression leverage plots) Component-plus-residual plots (partial residual plots) Augmented ...
irf graph irf, irf(order1) impulse(y x1 x2 x3 x4) response(smd) Assuming there is no co-integration,you run VAR model as a replacement for VECMas follows:(Note VAR model is for short run effect only) vary x1 x2 x3 x4, lags(1/4) If you want to check howvariables jointly affect...
ALl graph commands have been changed in Stata 8. (To use the old commands in 7 just put gr7 and proceed with the commands) To graph the time series we shall use the graph command. To graph 1-month Treasury Bill Rate against time with the title “1Month Treasury Bill Rates ”and ...