*根据信息准则,估计VAR模型的滞后阶数 varsoc dinf unem *估计二阶向量自回归模型 var dinf unem, lags(1/2) *检验模型各阶系数的联合显著性 varwle *检验残差是否存在自相关,即VAR模型是否稳定 varlmar *直接检验VAR模型是否满足平稳性条件,即所有特征值均在单位圆之内 varstable, graph *格兰杰因果关系检验...
*VAR模型varsocm s g ,maxlag(5)varm s g ,lags(1/4)varstable,graphvargrangerirfcreate myrif,set(myrif) replaceirfgraph irf *VECM模型vecrankm s g,lags(4)varsocm s g,maxlag(5)vecm s g,lags(4)regm s gvecstable,graph *26、面板模型 *面板声明useFDI.dtar, clearxtsetid yearxtdesxtli...
dfgls m //DF-GLS检验 kpss m,notrend //KPSS检验 ECM单位根检验 reg m s g estimates store model1 predict ecm,residual reg d.m d.s d.g ecm //ECM模型 VAR模型 varsoc m s g ,maxlag(5) var m s g ,lags(1/4) varstable,graph vargranger irf create myrif,set(myrif) replace irf ...
varsoc-Stata
(FN05201,"`i'")}dropifmi(f)dropFN05201bysSy:egens=sum(F)keepSysduplicatesdropsave1,replace*usefs_combas_annual_consolidate_new,clearkeepStkcdyA001000000merge1:1Syusing1,nogenkeep(13)gsoc=s/Awinsorso,gen(Soc)p(.01)replaceSo=0ifmi(So)keepS*ylavarSo企业社会资本投资save企业社会资本投资...
varirf continues to work but is no longer documented. irf accepts .vrf result files created by varirf. Existing command varsoc can now be used to obtain lag-order selection statistics for VECMs, as well as VARs; see [TS] varsoc. New command veclmar computes Lagrange-multiplier statisti...
For instance, we could investigate the choice of lag length and instruments used to identify the parameters and find an alternative specification using xtvarsoc. And you can check for stability using varstable. Reference Dahlberg, M., and E. Johansson. 2000. An examination of the dynamic ...
varsocy x1 x2 x3 x4, maxlag(4) the asterisk (*) indicates the appropriate lag selected Command for testing co-integration: vecranky x1 x2 x3 x4, trend(constant) Whenco-integration is established,run VECM otherwise unrestricted VAR model is appropriate. Assuming variables are co-integrated,we...
Proc. Soc. Exp. Biol. Med., 96: 709: 1957. Google Scholar | Abstract Ricotti, E. , Mairano, C. : Variazioni della fibrinolisi dopo somministrazione di estratti di prostata. Minerva urol., 14: 76: 1962. Google Scholar | Medline Rometti, A. , Guivarc'h, H. , Tarta...
VAR模型 varsocm s g ,maxlag(5)varm s g ,lags(1/4)varstable,graphvargrangerirfcreate myrif,set(myrif) replaceirfgraph irf VECM模型 vecrankm s g,lags(4)varsocm s g,maxlag(5)vecm s g,lags(4)regm s gvecstable,graph 4