各位大神,现在整理了26个国家的股指期货数据和流动性指标,求问怎么在stata实现其中一个国家的流动性指标受到其他25个国家的流动性指标的影响时间序列回归,比如将地区AEX的流动性指标L1作为因变量,其余25个国家的L1作为自变量,并实现26次循环,感激不尽~
id | price | open | high | low | vol | change | V | L1 | R | L2 | L3 |
AEX | 317.75 | 315.35 | 320.65 | 314.4 | 36.03 | -1.2 | 0.0196841 | 7.512841 | | | |
AEX | 315.05 | 317.95 | 319.3 | 311.65 | 45.98 | -0.85 | 0.0242503 | 7.548059 | -0.8533592 | -3.986781 | 14.34041 |
AEX | 320.75 | 316.3 | 321.2 | 313.6 | 44.57 | 1.81 | 0.0239457 | 7.529564 | 1.793069 | -3.213133 | 13.59792 |
AEX | 325.45 | 317.7 | 326.8 | 317.65 | 41.94 | 1.47 | 0.0283982 | 7.298347 | 1.454687 | -3.361449 | 13.75909 |
AEX | 325.75 | 326.2 | 327.7 | 321.7 | 38.44 | 0.09 | 0.0184791 | 7.640693 | 0.0921338 | -6.033611 | 16.42537 |
AEX | 331.15 | 328.95 | 331.5 | 328 | 41.42 | 1.66 | 0.0106142 | 8.269583 | 1.644121 | -3.226558 | 13.64251 |
AEX | 334 | 329.2 | 337.15 | 328.7 | 64.12 | 0.86 | 0.0253824 | 7.834851 | 0.8569567 | -4.315125 | 14.73572 |
AEX | 334.8 | 335.85 | 336.95 | 332.35 | 69.95 | 0.24 | 0.0137459 | 8.534989 | 0.2392309 | -5.678107 | 16.09801 |
AEX | 335.35 | 334.4 | 337.2 | 333.25 | 55.2 | 0.16 | 0.0117833 | 8.452249 | 0.1641479 | -5.817951 | 16.23912 |
AEX | 336.34 | 336.4 | 336.95 | 334.2 | 11.94 | 0.3 | 0.0081949 | 7.284819 | 0.2947761 | -3.701433 | 14.1262 |
AEX | 340.95 | 340.95 | 343.5 | 335.95 | 27.76 | 1.37 | 0.0222247 | 7.130946 | 1.361333 | -3.015131 | 13.45884 |
AEX | 339.9 | 338.9 | 340.55 | 334.3 | 30.95 | -0.31 | 0.0185232 | 7.421705 | -0.3084436 | -4.608589 | 15.04087 |