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文件名:  Menu-driven X-12-ARIMA seasonal adjustment in Stata.pdf
资料下载链接地址: https://bbs.pinggu.org/a-2791575.html
附件大小:
861.59 KB   举报本内容
原始数据样本：
  1. * Example generated by -dataex-. To install: ssc install dataex
  2. clear
  3. input byte id str9 prov int(period time) double(ImExTra ExTra ImTra GenTra GenTraPro ProTra ProTraProp AddIndOut FixAssInv revenue)
  4. 11 "北京" 1 175328147761888 248897937356587825155427693896 .666157648027723 1566486033 .19225967259881713 . .54.8
  5. 11 "北京" 2 175636592665277 231819194642744733314389594637.6658300478736713 1353242161.2052648062872372 720.643.7
  6. 11 "北京" 3 175928265370696 273860321755267674795399363984.6532512796568223 1789971986 .216562819967197769.123.8 37.97
  7. 11 "北京" 4 176238260464334 272444389655360204385511433150.6672062159163364 1640127314 .198551467288497359.2 2230.4
  8. 11 "北京" 5 176537923396511 306500609348583904185270172341.6651405535092753 1787022002 .225537368919892989.1 1944.4
  9. 11 "北京" 6 176848811029792 312572686456853029285705402493 .647529588219102 1865899693 .211768628304281649.516.446.4
  10. 11 "北京" 7 177149181286165 339067693157906092346193576265.6745869972565004 1771736819 .192972617034206128.310.139.7
  11. 11 "北京" 8 177457780520197 289143661148890835864977300912.6397131279113111 1561746181 .200725162515762836.5 -.635.2
  12. 11 "北京" 9 177768136305430 307240405550639013755077399169.6240423510010734 1739821603 .213834352454981534.8-7.231.8
  13. 11 "北京"10 178068020174909 318535796548348169444754535876.5928219683419376 1828026801 .227928545417213163.5-6.326.4
  14. 11 "北京"11 178376736653763 297643672137602170424144669400.6152415644045621 1656553190 .245901488821995723.1-5.224.9
  15. 11 "北京"12 178677088749513 278914598542996035284707823402.6641260765902873 1228839945 .17335073594382766 2-2.123.1
  16. 11 "北京"13 178985309751409 213431544031754359693657963413 .688914250637002933654273 .17583766189457778 . . -17.1
  17. 11 "北京"14 179295845043464 214572133536993221293709536213 .634646471980452 1216200110 .20807374957785257 -6.4 -20.6 -12
  18. 11 "北京"15 179577203994905 256207913646419157694459786628.6190713190128221 1683037213 .23362554182705936 -3.4 -12.4-8.2
  19. 11 "北京"16 179886762184625 238300951543791751104603793781.6808145645683255 1244693875.1840668281073441 -3 -11.3-6.7
  20. 11 "北京"17 180186337483001 212777191042097110914108215228.6482408279993428 1328279990 .20959109315013688 -2.3 2.4 -11.6
  21. 11 "北京"18 180497281198055 255060910047305889554673593851.6418715458221388 1644814047 .22589881975130532 -1.214.8-3.5
  22. 11 "北京"19 180797442416082 251230478449301112984939849181.6637426779923482 1558102237 .20935435748726525 .822.6-2.1
  23. 11 "北京"20 181107729011623 233552974353934818805069232740.6558707616527543 1481915771 .1917341884426873.4 39 1.2
  24. 11 "北京"21 181418179320996 262421813955551028575403582636.6606395125759899 1664692035 .203524477864861645.749.2 5.1
  25. 11 "北京"22 181717632835666 240337305252294626145124319950.6713520602606408 1466516284 .192132563593961166.443.1 6.9
  26. 11 "北京"23 182028301655211 264272239256589328195635063933.6787879994742895 1834003304 .220920196922883267.916.7 8.7
  27. 11 "北京"24 182328822470977 267730374861451672296167389915.6990547127985185 1553571430.17609255208094529.117.910.3
  28. 11 "北京"25 182637758952451 222519327255337591795717913368 .736943988780735 1219904509 .15722541370166207 . .42.8
  29. 11 "北京"26 182946313264176 195614131443571228624353609071.6895971639441815 1160600886 .18383531144032392 2043.740.6
  30. 11 "北京"27 183229697353008 239242834573049246637194825280.7419370290082772 1548747579 .15970828098372142 1941.739.6
  31. 11 "北京"28 183539719729447 238540029173343291567043276549.7246370989445505 1460633004 .15027506804223087 19.838.233.8
  32. 11 "北京"29 183838925468275 264822494062772433356223266452.6972481734578795 1459444625 .16351462803221942 19.627.534.6
  33. 11 "北京"30 184149120122657 273915599863809666596392379077.7009093317504491 1542140497 .16909207858255673 18.915.125.2
  34. 11 "北京"31 184449717480215 283982319268776570236919354062 .712052292251567 1379379605 .14194828026207615 15.9 6.523.6
  35. 11 "北京"32 184759369339402 261777052267515688806591794689.7035495680296202 1388357510 .14818093895751477 15.5 6.522.6
  36. 11 "北京"33 185069416863262 266187594967549873136562508736.6968890333665333 1477372889 .15688588098774497 15.2 6.420.7
  37. 11 "北京"34 185368241651552 254325204056983995125791048576.7026563231242999 1401889969 .17009818483041833 15.4 7.418.8
  38. 11 "北京"35 18567 10488797831 289139063275974071997669724777 .731230108595655 1576495768 .150302808138852 15.313.117.1
  39. 11 "北京"36 18597 11731460462 271416163790172988259060172858.7722970969682155 1326954963 .11311080724332752 1514.316.1
  40. 11 "北京"37 18628 10463198520 230766623081555322905702919440.5450455163494308922468980 .08816319199494649 . .43.3
  41. 11 "北京"38 186597829080626 180362772160254529053618010322 .46212454499251954517712074 .06612680322651209 913.443.4
  42. 11 "北京"39 18687 12081667597 254142123495402463635806400382.4805959388786518760224735 .062923824786304468.611.936.7
  43. 11 "北京"40 18718 10177327079 241493291377623941664574689901 .44949817034371053596705023 .058630819110770968.2 9.630.2
  44. 11 "北京"41 18748 10609250579 226473397983445166005181440118 .48838889037611827719520159 .067820073966790988.1 7.929.2
  45. 11 "北京"42 18779 10479055877 275337203777256838405310507637.5067734822042308668748206 .06381760092221712 8 7.327.9
  46. 11 "北京"43 188099928816452 274376924471850472084759219738.4793340435899922604695345.06090306411880487.411.126.4
  47. 11 "北京"44 18840 11637682166 297066606086670161065130436558 .44084693883364473767482090 .065948019464067577.212.326.5
  48. 11 "北京"45 18871 12088659508 277217457193164849375992112548 .49568048004284976799881623 .066167933878082727.2 8.125.6
  49. 11 "北京"46 18901 10388511821 296760723874209045835632226500.5421591270286336692219559 .066633178161351597.1 725.2
  50. 11 "北京"47 18932 11525033214 277493176687501014485849796849 .507573101125121560894340 .048667481436726387.1 5.326.5
  51. 11 "北京"48 18962 11629727850 303200089185977269597079467520.6087388811940255644290851 .055400337764567727.3 5.727.7
  52. 11 "北京"49 189938542989858 201002940865329604506622359885.7751805860800075845552075 .09897613002644395 . . -3.14
  53. 11 "北京"50 19024 10891953884 207167066388202832218278518527 .760058169100489 1113731726 .102252703037610472.4 1.6 -2.17
  54. 11 "北京"51 19053 11531659767 285218039286794793758736413229.7576024098457084 1583078047.13728102276571444.5 5.1 4
  55. 11 "北京"52 19084 10166735587 247250439576942311927941626846.7811383288215736 1237329154 .121703681915574544.6 4.42.02
  56. 11 "北京"53 19114 11999819023 253863819394611808309229187666.7691105714436574 1415284521 .117942155484789445.2 4.53.79
  57. 11 "北京"54 19145 10363701417 259146113277722402857954937127 .767576834464875 1411384781 .136185395951763745.7 6.15.34
  58. 11 "北京"55 19175 10555994312 272340095478325933587754358900.7345929403528462 1383043835 .131019759401325465.7 6 7.9
  59. 11 "北京"56 19206 11678847830 290441225687744355748641473164.7399251441398393 1479442724.1266771128055703 6 5.88.89
  60. 11 "北京"57 19237 10877776257 272483086681529453918036304376 .738781915175772 1557933298 .143221671524770366.2 6 9.6
  61. 11 "北京"58 192679765846352 273736160770284847456726519365 .688779970782813 1467521320 .150270777063726636.6 7.3 9.7
  62. 11 "北京"59 19298 10646658250 277618009978704781517768962190 .729708985446208 1596327032 .149936909264463356.8 6.310.4
  63. 11 "北京"60 19328 11241609966 263533517386062747938085774782.7192719553920877 1640529628 .14593369036657075 7 9.910.3
  64. 11 "北京"61 19359 10043228548 252965491475135736347141325730.7110587691865399 1529059706 .15224782535736436 . . 15
  65. 11 "北京"62 193907732672424 218752524355451471815334052703.6898071469372773 1408974682.18221057413824319.6 1315.1
  66. 11 "北京"63 19418 10527204090 260491488279222892087606635388.7225693852773021 1850777674.17580904275980469.113.112.9
  67. 11 "北京"64 19449 10707003225 267087644280361267837748801671.7237133965652653 1715031097 .160178442180304838.8 1215.4
  68. 11 "北京"65 19479 10635776114 279523104278405450727978513656.7501581051050695 1649434531 .155083607751843278.7 7.812.1
  69. 11 "北京"66 19510 10651558533 273235562479192029097934627898 .744926470001308 1647452082 .154667702092230528.5 7.812.7
  70. 11 "北京"67 19540 11485326483 305010234884352241358592053881.7480896510619463 1671213806.14550860251762518.4 7.612.5
  71. 11 "北京"68 19571 11875364919 284237486090329900598450321989.7115841952342786 1603944861 .135064890379390968.3 8.311.3
  72. 11 "北京"69 19602 13953896177 3265117134 10688779043 10033264079.7190295779567058 2217657683 .158927489130622328.3 9.111.1
  73. 11 "北京"70 19632 10099499285 261809057374814087127287153542 .721536121382081 1412313350 .139839937619244078.2 7.411.6
  74. 11 "北京"71 19663 11414281473 302685017383874313008342704757 .73090056318782 1798651583 .157579045799302768.2 9.311.8
  75. 11 "北京"72 19693 12051605273 276464812592869571489061475880.7518895346083909 1419523005 .11778704768735251 8 8.910.4
  76. 11 "北京"73 19724 11582399453 274087927088415201839183803765.7929102948198932 1362952386 .11767444142560432 . .14.6
  77. 11 "北京"74 197559170388917 195924046872111484496988878282.7621136186540648 1227337623 .13383703069831318 6 7.514.6
  78. 11 "北京"75 19783 11049778027 246165765885881203698228799709.7447027160991856 1611494532.1458395388633448 6 2.611.7
  79. 11 "北京"76 19814 12708687499 2474501762 10234185737 10115465630.7959488838478362 1355542905 .106662698654496216.2 6.911.5
  80. 11 "北京"77 19844 11945367602 272360975592217578478872218495.7427329815714113 1703251609 .14258678893354662 6 7.711.4
  81. 11 "北京"78 19875 11663817047 259301823490707988138848571528.7586342869014653 1633616038 .140058441539099356.3 9.111.1
  82. 11 "北京"79 19905 12510720377 277662139297340989859577656743.7655559755462034 1341053388 .107192339656589546.5 8.210.7
  83. 11 "北京"80 19936 11756744891 252604356492307013279135117764.7770108009227195 1254762615 .106727042785502936.5 7.110.6
  84. 11 "北京"81 19967 13011231006 307207581299391551949516097842.7313756736477698 1691624584 .130012647013946966.5 5.810.3
  85. 11 "北京"82 19997 12584957329 262825437899567029519327529352.7411649565554122 1578595851 .125435137341497446.5 5.410.7
  86. 11 "北京"83 20028 11950526572 272571634592248102279206677282.7703992980168071 1515183937 .126788048030457966.1 2.7 10
  87. 11 "北京"84 20058 13055990029 2912598370 10143391659 10127200141.7756746227980748 1328667134 .101766861880926766.2 1.1 10
  88. 11 "北京"85 20089 10047909527 239537686176525326667643634725.7607189042119248 1038785269 .10338322276973663 . .13.9
  89. 11 "北京"86 201207391161989 229507149350960904965340816940.7225950328173764910395816 .123173570996672684.1-1.512.1
  90. 11 "北京"87 20148 10767354076 194628420988210698678623327361.8008771050095818932220113.08657838373476374.3 8.416.5
  91. 11 "北京"88 20179 11439923767 230637475291335490159051651785.7912335754466047878160364 .076762781106389163.2 1.417.3
  92. 11 "北京"89 20209 10639650459 226803499183716154688482234679.7972286976612979904299248.08499332299352562.7 2.418.6
  93. 11 "北京"90 20240 11417926287 223037452091875517679280061544.8127624325763875 1121978929 .098264684917211352.6 3.716.5
  94. 11 "北京"91 20270 11520491500 215304948893674420129306501517 .807821568810671871313123 .075631592888202731.2 4.318.8
  95. 11 "北京"92 20301 10146677784 204456205181021157338085977126.7969088304696678 1024115342 .10093109920321877 .8 210.1
  96. 11 "北京"93 20332 12610329255 2265003220 10345326035 10258468652 .813497288180046 1036512175 .08219548863793723 .2 4.4 9.9
  97. 11 "北京"94 20362 11030572755 247163412785589386288390366967.7606465369803003 1407321679 .12758373570058557 .5 6.1 9
  98. 11 "北京"95 20393 10512479680 266923299778432466838277781171.7874242255848051 1205918833.11471307148343521.1 9.8 8.2
  99. 11 "北京"96 20423 13022330688 35108317509511498938 10853545254.8334564306527308734091739 .05637176298068219 1 8.312.3
  100. 11 "北京"97 204548413780079 195736603764564140426586865863.7828664168962765790512286 .09395447451414186 . .15.7
  101. 11 "北京"98 204856579011283 157947674749995345365315488507.8079464038517594523860691 .07962605146363601 -2.511.915.5
  102. 11 "北京"99 20514 11188306609 192203699192662696189713802787.8682102776112792518881834 .046377155376007091.112.313.4
  103. 11 "北京" 100 20545 10300310157 179126429285090458658675729176.8422784405287108643032944.06242850304493021.211.712.3
  104. end
  105. format %td time
复制代码
对原始数据做了简单设置

将省份的字符串数据转为数字
  1. encode prov, gen (pro)
复制代码
设置为月度数据
  1. gen month=mofd(time)
  2. format %tm month
复制代码
取对数
  1. gen lnImExTra =log( ImExTra )
  2. gen lnExTra =log( ExTra )
  3. gen lnImTra =log( ImTra )
  4. gen lnGenTra=log( GenTra )
  5. gen lnProTra=log( ProTra )
复制代码
设为面板数据
  1. xtset pro month
复制代码
插值法补充数据
  1. bysort pro(id): mipolate AddIndOut period, gen (ADD)
  2. bysort pro(id): mipolate FixAssInv period, gen (FIX)
  3. bysort pro(id): mipolate revenue period, gen (REV)
复制代码
然后按陈强老师高计中的方法进行x12季节调整
  1. db sax12
  2. sax12 lnImExTra if id == 11, satype(single) inpref(lnImExTra.spc) outpref(lnImExTra) transfunc(none) regpre( const td ) outauto( ao ls tc ) outlsrun(0) ammaxlag(2 1) ammaxdiff(2 1) ammaxlead(12) x11mode(add) x11seas(x11default)
复制代码
结果出现了
file C:\Program Files (x86)\Stata15\lnImExTra.spc could not be opened
r(603);
这样的结果

试了很多次，错误提示的spc文件不知道怎么回事，在这个文件路径里也没找到
百度和论坛上都找不到解答
看了王群勇老师的论文，也没有找到答案

请大家指点一二


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