发帖
雷达卡
part1
183618.rar
(15 MB)
part2
183619.rar
(15 MB)
part3
183620.rar
(15 MB)
part4
183621.rar
(15 MB)
part5
183622.rar
(15 MB)
part6
183623.rar
(6.1 MB)
Table of contents
intro (pdf) Introduction to time-series manual
time series (pdf) Introduction to time-series commands
arch Autoregressive conditional heteroskedasticity (ARCH) family of estimators
arch postestimation Postestimation tools for arch
arima (pdf) ARIMA, ARMAX, and other dynamic regression models
arima postestimation Postestimation tools for arima
corrgram (pdf) Tabulate and graph autocorrelations
cumsp Cumulative spectral distribution
dfgls DF-GLS unit-root test
dfuller Augmented Dickey–Fuller unit-root test
estimation options Estimation options
fcast compute Compute dynamic forecasts of dependent variables after var, svar, or vec
fcast graph Graph forecasts of dependent variables computed by fcast compute
haver Load data from Haver Analytics database
irf Create and analyze IRFs, dynamic-multiplier functions, and FEVDs
irf add Add IRF results from an IRF file to the active IRF file
irf cgraph Combine graphs of IRFs, dynamic-multiplier functions, and FEVDs
irf create Obtain IRFs, dynamic-multiplier functions, and FEVDs
irf ctable Combine tables of IRFs, dynamic-multiplier functions, and FEVDs
irf describe Describe an IRF file
irf drop Drop IRF results from the active IRF file
irf graph Graph IRFs, dynamic-multiplier functions, and FEVDs
irf ograph Graph overlaid IRFs, dynamic-multiplier functions, and FEVDs
irf rename Rename an IRF result in an IRF file
irf set Set the active IRF file
irf table Create tables of IRFs, dynamic-multiplier functions, and FEVDs
newey Regression with Newey–West standard errors
newey postestimation Postestimation tools for newey
pergram Periodogram
pperron Phillips–Perron unit-root test
prais Prais–Winsten regression and Cochrane–Orcutt regression
prais postestimation Postestimation tools for prais
rolling Rolling window and recursive estimation
tsappend Add observations to a time-series dataset
tsfill Fill in missing times with missing observations in time-series data
tsline Plot time-series data
tsreport Report time-series aspects of a dataset or estimation sample
tsrevar Time-series operator programming command
tsset Declare a dataset to be time-series data
tssmooth Smooth and forecast univariate time-series data
tssmooth dexponential Double-exponential smoothing
tssmooth exponential Single-exponential smoothing
tssmooth hwinters Holt–Winters nonseasonal smoothing
tssmooth ma Moving-average filter
tssmooth nl Nonlinear filter
tssmooth shwinters Holt–Winters seasonal smoothing
var intro (pdf) Introduction to vector autoregression models
var Vector autoregression models
var postestimation Postestimation tools for var
var svar Structural vector autoregression models
var svar postestimation Postestimation tools for svar
varbasic Fit a simple VAR and graph IRFs
varbasic postestimation Postestimation tools for varbasic
vargranger Perform pairwise Granger causality tests after var or svar
varlmar Obtain LM statistics for residual autocorrelation after var or svar
varnorm Test for normally distributed disturbances after var or svar
varsoc Obtain lag-order selection statistics for VARs and VECMs
varstable Check the stability condition of VAR or SVAR estimates
varwle Obtain Wald lag-exclusion statistics after var or svar
vec intro Introduction to vector error-correction models
vec Vector error-correction models
vec postestimation Postestimation tools for vec
veclmar Obtain LM statistics for residual autocorrelation after vec
vecnorm Test for normally distributed disturbances after vec
vecrank Estimate the cointegrating rank using Johansen's framework
vecstable Check the stability condition of VECM estimates
wntestb Barlett's periodogram-based test for white noise
wntestq Portmanteau (Q) test for white noise
xcorr Cross-correlogram for bivariate time series
glossary Glossary of terms
Subject and author index (pdf)
[此贴子已经被作者于2007-12-23 9:33:52编辑过]
提升卡
置顶卡
沉默卡
变色卡
抢沙发
千斤顶
显身卡
京公网安备 11010802022788号
