<P>最近在学习Stata，准备用Stata把李子奈老师计量经济学（第二版）的例题演算一下，在演算第352页题目时遇到一个问题，中国支出法GDP的一阶差分序列，即D_ChinaGDP，的自相关函数（用ac命令）完全正常，可是偏自相关函数用pac命令却求不出来，滞后期只能到9，求解过程及数据见附件，请版主或者其他高手指教，谢谢。</P>
<P><BR>. pacD_ChinaGDP,gen(D_ChinaGDP_pac1) lags(20)<BR>lags() too large; must be less than 9<BR>r(498);</P>
<P>. pacD_ChinaGDP,gen(D_ChinaGDP_pac)</P>
<P>. acD_ChinaGDP,gen(D_ChinaGDP_ac) lags(21)<BR>D_ChinaGDP_ac already defined<BR>r(110);</P>
<P>. acD_ChinaGDP,gen(D_ChinaGDP_ac) lags(21)</P>
<P>. list</P>
<P> +------------------------------------------------------+<BR> | date ChinaGDP D_Chin~P D_Chin~pac D_Chin~_ac |<BR> |------------------------------------------------------|<BR>1. | 1978 3605.6 . .88081229 .85912003 |<BR>2. | 1979 4073.6 468 -.67784982 .62248008 |<BR>3. | 1980 4551.3 477.6997 .51136148 .37789674 |<BR>4. | 1981 4901.4 350.1001 .31849281 .19053058 |<BR>5. | 1982 5489.2 587.8003 .74197683 .08668833 |<BR> |------------------------------------------------------|<BR>6. | 1983 6076.3 587.0996 -.0659052 .03642026 |<BR>7. | 1984 7164.4 1088.1 -.01965106 -.03417075 |<BR>8. | 1985 8792.1 1627.7 1.5809396 -.11215624 |<BR>9. | 1986 10132.8 1340.7 1.107596 -.17546984 |<BR> 10. | 1987 11784 1651.2 . -.22843057 |<BR> |------------------------------------------------------|<BR> 11. | 1988 14704 2920 . -.28194851 |<BR> 12. | 1989 16466 1762 . -.31981472 |<BR> 13. | 1990 18319.5 1853.5 . -.36050434 |<BR> 14. | 1991 21280.4 2960.9 . -.3632141 |<BR> 15. | 1992 25863.6 4583.199 . -.3075331 |<BR> |------------------------------------------------------|<BR> 16. | 1993 34500.6 8637.002 . -.21587989 |<BR> 17. | 1994 46690.7 12190.1 . -.12790115 |<BR> 18. | 1995 58510.5 11819.8 . -.05926877 |<BR> 19. | 1996 68330.4 9819.898 . -.0305342 |<BR> 20. | 1997 74894.2 6563.805 . -.02686225 |<BR> |------------------------------------------------------|<BR> 21. | 1998 79003.3 4109.094 . -.02944759 |<BR> 22. | 1999 82673.1 3669.805 . . |<BR> 23. | 2000 89112.5 6439.398 . . |<BR> +------------------------------------------------------+</P>
<P>. <BR></P><BR>