This webinar showcases some of the most commonly used tools for working with time-series data in Stata. We start by demonstrating how to import data, set their time-series structure, and explore using time-series plots and correlograms. We will work examples using ARIMA and ARCH models and ...
He was also a developer of Stata in its infancy and has been a regular Stata user since its inception. He wrote many of the first time-series commands in Stata. With his abundant knowledge of Stata and extensive experience with real-world time-series applications, Becketti provides readers ...
He wrote many of the first time-series commands in Stata. With his abundant knowledge of Stata and extensive experience with real-world time-series applications, Becketti provides readers with unique insights and motivation throughout the book. For those new to Stata, the book begins with a ...
Stata Introduction to time-series commandsLin, HualiangYang, LiuqingLiu, QiyongWang, TongHossain, Sarah RHo, Suzanne CTian, Linwei
TimeSeries,CrossSectionalAnalysisNoteonARIMAmodelsinStata.WhenStataestimatesandAR-1modelwithnocovariates,forinstance,itdoesnotjustputthelagged..
FINANCIALTIME-SERIESECONOMETRICS SUNLIJIAN Mar2,2002 INTRODUCTION Contents 1.Models,DataandProcess –Thenatureoftheeconometricapproach–TheProcessofaneconometricanalysis 2.ApplicationsofFinancialEconometrics –Dynamiceffectsofvariousshocks–Empiricalfinance–Refiningdata 3.KeyFeaturesofFinancialTimeSeries –Theregression...
4 Categorical variables for sitting time and leisure-time physical activity were cross-tabulated to estimate the proportion of adults in each joint category. Estimates were stratified by sex and age category. Analyses were conducted in Stata version 13.1 (StataCorp) using survey commands to account ...
Statistical analysis was conducted in 2011 and performed using Stata (Version 12, 2012, StataCorp, College Station, TX). Using survey commands to account for survey design and adjust results to be nationally representative, t-tests were conducted to test differences between ratios of the means ...
These notes cover some slightly obscure Matlab commands that can be useful for time series. For a more general overview, seehttp://web.mit.edu/~paul_s/www/14.170/matlab.htmlDisclaimer: I wrote these notes last year, and I am not entirely sure that they are com pletely correct. Many of...
Remarks and examples This manual documents Stata's time-series commands and is referred to as [TS] in cross-references. After this entry, [TS] time series provides an overview of the ts commands. The other parts of this manual are arranged alphabetically. If you are new to Stata's time-...