stata时间序列分析_Stata：时间序列教程

?2021年寒假Stata研讨班：高级计量经济学及Stata应用研讨班

?2021空间计量研讨班：空间计量及Geoda、Stata、ArcGis、Matlab应用

来源：综合整理自：http://dss.princeton.edu/training/

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本文主要包括数据类型转换、自相关图、平稳性、协整、格兰杰检验等内容

1 From daily/monthly date variable to quarterly

1、Quarterly date from daily date 

导入数据，查看数据

use date.dtadesced

可以发现Date2 is a string date variable 然后进行转换

gen datevar=date(date2,"MDY", 2099) format datevar %td gen quarterly = qofd(datevar) format quarterly %tq

2、Quarterly date from monthly date 

gen month = month(datevar)  gen day=day(datevar) gen year=year(datevar) gen monthly = ym(year,month) format monthly %tm    

结果为：

2 From daily to weekly and getting yearly

gen datevar = date(date2, "MDY", 2099) format datevar %td gen year= year(datevar) gen w = week(datevar) gen weekly = yw(year,w) format weekly %tw browse 

结果为：

 From daily to yearly 

gen year1 = year(datevar)