stata相关性分析解释变量如何滞后一期

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用pwcorr_a命令 想解释变量滞后一期 加了 L.
但是显示factor variables and time-series operators not allowed
请问大家 怎样能使结果的解释变量滞后一期呢？多谢多谢！

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关键词：Stata 相关性分析 解释变量 tata 相关性

滞后一期生成新的变量
如果这可以帮助到你，请帮我评分，评分选项在我回复页面的右下方。

你若要问程序，永远附上相关资料；若附上资料，永远用 dataex 印出资料。
1.        先 ssc install dataex (并见说明)，将原始 Stata 资料中具有”代表性”的一部分资料列出，以供有意回答者实验之用，并能提供具体操作指令。
2.        并请参考 http://www.jianshu.com/p/9870080fe769,  https://bbs.pinggu.org/thread-5048204-1-1.html, 与 https://bbs.pinggu.org/thread-5917273-1-1.html。

黃河泉 发表于 2019-2-18 16:26
你若要问程序，永远附上相关资料；若附上资料，永远用 dataex 印出资料。
1.        先 ssc install dataex (并见 ...

不好意思老师！我再重发一次！

Andrea533 发表于 2019-2-18 21:35
* Example generated by -dataex-. To install: ssc install dataex
clear
input long id int date flo ...

老师您好,我的数据截取如下:

1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input long id int date float(ncskew duvol pb5 ret sigma mb roa lev lnsize abacc dturn)
   
4. 5 2009 -1.81673 -1.12701 -.040479 -.001117 .055579  7.8367 -3.6127 46.7575 21.0003 .062103    2.55
   
5. 5 2010  .736395    1.018  .445735 -.013526  .03274  4.8763  -.3388 46.8883 20.9823 .031045 -1.8149
   
6. 5 2013 -1.02775 -.542085 -.717245 -.003419 .034255  3.6618 -3.3763 47.4831 20.8961 .012508   .0565
   
7. 5 2014 -1.76173 -1.49063 -.297966  .000958 .058995  5.5976  3.3784 50.9964 21.0356 .066676  1.4835
   
8. 5 2017  .384453  .906688  1.05804 -.013048  .02641  4.2214   .8433 51.7747 21.7921 .051091 -1.4906
   
9. 9 2009 -.262277 -.097828  .161584 -.001145 .052641  5.9555   6.015 60.2092 22.7384 .040034   .8763
   
10. 9 2010 -.685416  -.78368 -.492556   .00737 .060111  7.3328  5.0391  62.953 23.0283 .107816  -.4076
    
11. 9 2011 -.108154 -.093498 -.362744  .002841 .071737  4.4878  3.4886 65.0402 23.1901 .099286   .1333
    
12. 9 2012  .474025  .193637 -.066733 -.011609 .042101  3.2112  2.4626 64.3669 23.3013 .010766  -.6071
    
13. 9 2013 -1.01067 -.858776 -.920246  .003342 .038889  3.7023  3.3166 62.8798 23.3342 .032637   .2549
    
14. 9 2014  .557246  .644518   1.3431 -.004652 .037821  5.9474  3.3352 62.8934 23.4128 .004188   .3074
    
15. 9 2015 -.830209 -1.02211  .412892  .004024 .056657  6.3938   5.648 63.6095   23.62 .065093  2.5549
    
16. 9 2016 -.552679 -.372804 -1.36526  .000868 .034678  4.9785  2.1113 62.3791  23.797 .002328  -1.651
    
17. 9 2017  .514148  .857671  -.87057 -.008953 .033804  4.1552  1.3266 63.3121 24.0231 .012148 -2.7621
    
18. 11 2011  -1.1234 -1.21385  -.13812   .00451 .064756  3.2534  8.0295 67.6791 21.9759 .169036   .3983
    
19. 11 2012 -.670914 -.646635  .521886 -.001351 .058405  2.8513 10.0619   62.47 22.1112 .184217  -.3783
    
20. 11 2013 -1.26668  -1.1559 -.369031  .002153 .043661  2.5819  7.6902 53.4334 22.0774 .043774  -.0905
    
21. 11 2014  .672343   .15012 -.434643 -.005126 .042104  2.8675 10.7651 46.5632 22.0799 .041964  -.2698
    
22. 11 2015 -1.45383 -1.36277  .122628  .005495 .101493   4.121  3.7957 52.0347 22.2003 .146402  1.8789
    
23. 14 2009 -1.12144 -1.07152 -1.54596  .002892 .060927  6.7267  4.6581 70.9909 21.2763 .230048  1.3863
    
24. 14 2010  .806613  .979181 -.729742 -.011149 .050471  3.6117  4.6593 64.7874 21.1868 .039009   .1258
    
25. 14 2011   1.1453  1.31996   .69421  -.00876 .023228  1.7634  3.8165 66.4307 21.3137 .153874 -1.4139
    
26. 14 2013 -.910897 -1.08203 -1.32435  .004917 .060547  3.4031  1.7994 64.9425 21.3613 .034121   -.474
    
27. 14 2014   .34344  .482538 -.644547 -.001881   .0502  4.1798  3.0408 67.6601 21.5283 .189775  -2.884
    
28. 19 2009  .324634  .170394  .450973 -.006266 .048024  5.9278 -1.7078 41.3914 20.2506 .064516  1.4806
    
29. 19 2010  .555458  .439576  .635288 -.003141 .070763  5.9822   1.402 43.3623 20.3054 .024819   .0179
    
30. 19 2011 -.321216  .011102   .39159  .000445  .04147  2.1766   1.121 16.2047 20.7834 .050958  -.8225
    
31. 19 2012 -1.23433 -.937869  .457358 -.000715 .049703   2.191  6.4827 17.7289 20.9246 .109364  -.9415
    
32. 19 2014  1.03723  1.01448  .357809 -.004535 .040145  2.3848  1.1341 13.9418  20.867 .024868   .2823
    
33. 21 2009  -1.5358 -1.35499  -.46276  .003907  .06225  3.1224  5.4495 27.1815 22.4149  .08839  1.0368
    
34. 21 2011  .492886   .86692  .170836 -.011437   .0323  1.6678  2.5894 58.2013  23.059 .131928 -1.1515
    
35. 21 2012  .530451  .541677 -.192264 -.003903 .026194  1.5618   .0824  59.178 23.0438 .051567  -.1585
    
36. 21 2013  -1.1152 -.756909 -.064994  .001722 .049293  1.6009  1.3291 63.8573 23.3426 .069728   .4957
    
37. 21 2014  .424926 -.272107 -.215157 -.003567 .050403  2.1314  1.1401 65.0302 23.3932 .084202   .3265
    
38. 21 2015 -.628017 -.653279 -.329857   .00582 .061475  3.4096  1.2556 63.6919 23.3861 .046242  2.0106
    
39. 21 2016 -.551253 -.453489 -.699157 -.001979 .041939  2.6384  1.7175 54.7908 23.1843 .056843 -1.5359
    
40. 21 2017   .49501 -.116201 -.828279 -.003176 .029452  2.3902  4.0534 64.2835 23.5326 .064541  -.3389
    
41. 22 2009  .194746  .348211  .059962 -.007967 .027994  3.4193 11.3117  38.121 22.4331 .159552   .4135
    
42. 22 2010  .110086  .525339  .163066 -.002592 .029984  2.7924 14.0944 38.6159 22.5482 .070095  -.1815
    
43. 22 2011   -1.601 -.948586  .021173 -.002998 .036725   1.731 10.4811 37.2183 22.6012  .10903  -.0831
    
44. 22 2012 -.586784  -.67124  .163945  .001966 .032362  1.7828  9.2448 34.1554 22.6374 .066141  -.1807
    
45. 22 2013 -1.92603 -1.71027 -2.24895  .009471  .08533  2.5772  9.0953  35.642 22.7175 .076288   .8616
    
46. 22 2014 -1.69839   -.6983 -1.51855  -.00197  .03661   3.497  7.4188 29.7041   22.66 .072913   -.334
    
47. 22 2016 -.955466 -.587817  .310775 -.000569 .038657  2.6052  9.8986 14.8552 22.6134  .06005  -.6048
    
48. 22 2017 -.681541 -.583622 -.012509  .002721 .055481  3.3681  9.7816 17.6595 22.7996 .084728  -.2144
    
49. 23 2009 -.263283 -.488011 -.514771  .002269 .064961  4.4204  2.3841 70.8031 20.7958 .064732  2.8393
    
50. 23 2010  .906315  .663221 -.033179 -.005885 .049941   3.755  1.2964 66.1815 20.6598 .114289 -1.1975
    
51. 23 2012 -1.15141 -.601621  .107338 -.000876 .046183  2.6562   .4437 66.5814 20.9213 .079657   .1134
    
52. 23 2014 -.579864 -.545108 -.202251  .004235 .024769  6.0925  1.0689 71.1966 21.1112 .033895   .0091
    
53. 23 2016  .826237  .888077 -.414586 -.007115 .062474 11.3825  1.0279 69.9066  21.138  .05206 -1.6013
    
54. 23 2017 -.044129  .314148  -.26664 -.010197 .045181  8.0757  1.6556 75.4666 21.3919 .137928 -2.4425
    
55. 26 2009 -.340153 -.594077  .344758 -.002619 .041309  4.5587  4.7722 51.7553 21.1446 .015299  1.5557
    
56. 26 2010  .910569 -.243916  .417298  .005689 .051544  3.9202  4.7478 47.1559 21.6138 .149217 -1.3417
    
57. 26 2011 -1.46789 -1.49613 -.273127  .010171 .042236   3.699  5.9734 51.8694 21.7865  .23933  -.5533
    
58. 26 2012  .338357  .228006  .642304 -.006579 .034712  2.1774  3.7174 56.4416 21.9253 .022822    .226
    
59. 26 2013 -.490011 -.415692  .972388  -.00019 .037006  1.9147  3.7797  56.759 21.9927 .031882   .7695
    
60. 26 2015  -.38524  -.44863 -.354511  .008207 .082416  2.7981   3.088 45.7733 22.1694 .063192  2.1563
    
61. 26 2016 -.493653 -.255495 -.035868 -.001405 .038137  2.5347  2.6752 40.6989 22.1108 .062766 -1.5305
    
62. 26 2017  .703987  .883777  .331725 -.009646 .034567  2.0905  3.7606 31.0582 21.9986  .07722  -1.462
    
63. 28 2009  -.40273 -.435066  .722108 -.005692  .06057  9.6953  4.4465 83.2209 22.3783 .082167   .5377
    
64. 28 2010   .73964 -.096468 -.039385   .00348 .065464  9.0357  4.5792 82.0599 22.5649  .05186  -.3168
    
65. 28 2011 -.258822  .028757  .220777  .000112 .035479  4.5563  4.6923 81.3874   22.76 .091396  -.2053
    
66. 28 2012  -.77981 -.822773  .172574  .010244 .047482  5.7275  5.7033 80.2164 22.9528 .091621   .1845
    
67. 28 2013  -.89253 -.543838 -.546952  .004713  .04927  5.9433  5.2493 79.0499 23.1264  .05957   .2722
    
68. 28 2014  .620659  .744132  -.90071 -.009559 .046822  3.6327  5.6085 62.1854  23.275 .179722  -.5093
    
69. 28 2015  -.07456  .058398  -.37726   .00367 .064503  4.3987  6.0455 57.8883 23.3049 .025814   .6596
    
70. 28 2016  -.91619 -.804131  .377437 -.001822 .039538   2.871  7.4245 58.1754 23.7826 .084682  -.5684
    
71. 28 2017  .960727  .881791 -.095285 -.008348 .035121  3.1804  5.2993  55.569 23.8298 .015167  -.1711
    
72. 29 2009 -.623952 -.351665  -.93956 -.005928 .051689  5.9119   .7186 63.8325 21.9355   .1994  1.2607
    
73. 29 2010  .326226  .603793 -1.10315 -.009054 .038538    3.33  2.5154 61.5344 21.9409 .085584  -.7723
    
74. 29 2012 -.878074 -.747806  .112503  .002692 .044244  2.5425  3.0754 59.4074  22.035 .006616  -.1815
    
75. 29 2013 -1.12518 -.804887 -.845943  -.00158 .037638   2.036  5.7599 58.8383 22.1619 .007769   .0209
    
76. 29 2014 -1.32695 -.852741   -.1821  .000752 .048419  3.2154  6.9395 53.5301 22.1992 .042855   .4407
    
77. 29 2015 -.914852 -.784213   .15657  .012831 .085646  5.6056  7.0384 47.2851 22.1536 .234163  1.7217
    
78. 32 2009  -.17018 -.152767  .251949 -.008531 .052119  2.7029   3.455 44.8143 21.0867 .127005  1.8558
    
79. 32 2010  .075173  .214553  .556386  -.00075 .063753  3.1145  3.2906 46.1773 21.1217 .040493   .1252
    
80. 32 2011  1.21008  .637439  .555666 -.004031 .022378  1.8339    2.93 44.7662  21.177 .030747  -2.527
    
81. 32 2013   -1.242  -.43385 -.213045  .002971 .051727  2.3028   .9401  32.395 21.1297 .040726   .0781
    
82. 32 2015  -.77254 -.836739  .152569  .012855 .081639  6.5288  2.7865 29.0364 21.4774 .139935  1.9257
    
83. 32 2016  1.13337  .667741 -.396563 -.007668 .037444  4.3936  2.2424  20.752 21.3939 .002603 -2.1267
    
84. 37 2009 -.596711 -.812366  .398365 -.001395 .053344  2.3624  2.4214 58.2695 22.3179 .025722  1.2634
    
85. 37 2010 -.306399  .145804  .252576 -.010645 .051964  1.7744 -2.4189 63.3932  22.387 .009431  -.2698
    
86. 37 2011  .070175 -.131235  .614999 -.002142 .041546  1.2307   .1683 65.3787 22.4194 .046948  -.4327
    
87. 37 2012  .208805  .080888 -.027769  .001694 .042541  1.6383 -4.2772 68.8802 22.4345 .015068  -.5872
    
88. 37 2013  -1.0456 -.842583 -1.27536  -.00037 .031021  1.5549   1.337 66.9176 22.4171 .018976   -.076
    
89. 42 2009 -1.35152  -1.2066 -.635032  .005589 .070868  2.5847  4.4449 68.0323 22.5921 .098816  1.1118
    
90. 42 2010  .453177  .665258 -.205037 -.007363 .050377  1.7428   5.456 64.8746 22.6387 .048899  -.4288
    
91. 42 2011 -.030883  .267422  .399624 -.001844 .036212  1.3027  4.5789 64.6232   22.69  .02109  -.3923
    
92. 42 2015  .074134 -.489964  -.06007    .0028 .065415  2.4766  1.9592 77.1898 23.9269 .081902  1.5091
    
93. 42 2016 -.392582 -.316095  .272734  .001726 .028832  2.2865   .8238 79.9012 24.0961 .053095  -1.769
    
94. 42 2017  .629122  .482513 -.076485 -.006965 .027013  1.8279  1.6732 84.2186 24.4988 .217482  -.4351
    
95. 43 2009  -1.0336 -.980176 -.664704  .001619 .072425  1.9595  1.6679 67.7765 22.5868 .073436  1.2495
    
96. 43 2010  .036047 -.009928  -.40355 -.006657 .053923  1.3871  4.1077  70.257 22.7955 .104378  -.6227
    
97. 43 2012 -1.17276 -1.06494 -.550849  .008413 .059024  1.6811  3.4141 72.0261 23.3923 .070516   1.709
    
98. 43 2013 -.009495  .019036 -.807917 -.004128 .041181  1.2489  3.1074 76.7877 23.5978 .120207  -.6617
    
99. 43 2016 -.427085  .033582 -.058751 -.001617 .049353  2.0029   .6156  78.246 23.8021 .093609 -1.4701
    
100. 43 2017  .656901  .509406  .039889 -.006698 .037285   1.785    -.17 75.9415 23.6737 .104602 -2.1118
     
101. 45 2009   -.5086  -.68185  .017347  .008926 .063777  6.8382  5.5564 38.5411 20.5033 .037803   .9804
     
102. 45 2010  .627847  .468958  .224147  .004021 .060326  4.0654  3.3124 18.6933 21.2273 .027884  -.8204
     
103. 45 2011 -.505339 -.548726  .309864 -.006293 .040002  2.2875  2.8245 24.2557 21.3156 .023423  -.4575
     
104. end

复制代码

我所使用的命令为：

1. xtset id date
   
2. pwcorr_a ncskew duvol l.pb5 l.ret l.sigma l.dturn l.mb l.lev l.lnsize l.abacc l.roa, star1(0.01) star5(0.05) star10(0.1)

复制代码

但是显示factor variables and time-series operators not allowed
不知道相关性检验的结果怎样才能滞后一期解释变量,谢谢老师!

Andrea533 发表于 2019-2-18 22:44
老师您好,我的数据截取如下:我所使用的命令为：但是显示factor variables and time-series operators not ...

试试

1. xtset id date
   
2. gen Lpb5 = L.pb5
   
3. gen Lret = L.ret
   
4. pwcorr_a ncskew duvol Lpb5 Lret, star1(0.01) star5(0.05) star10(0.1)

复制代码

楼主，想问下这个问题解决了嘛

要对滞后过的变量生成新变量，比如 gen GDP_lag = L.GDP ，pwcorr_a命令后跟的变量中用GDP_lag，不要出现“L.”。

Jantie614 发表于 2022-12-2 16:23
要对滞后过的变量生成新变量，比如 gen GDP_lag = L.GDP ，pwcorr_a命令后跟的变量中用GDP_lag，不要出现“ ...

我想请问如果回归中使用的变量是滞后过的，那么在相关性分析中也应该使用滞后过的变量吗？

Jantie614 发表于 2022-12-2 16:27
我想请问如果回归中使用的变量是滞后过的，那么在相关性分析中也应该使用滞后过的变量吗？

同问，麻烦问一下问题解决了吗