preview

Commands and Syntax for Data Analysis Using STATA

Satisfactory Essays
Open Document

Time series analysis
(Session – I)

Commands and syntax for data analysis using STATA

1. Open and Run the STATA application • Click on the Data on the task bar and open Data editor • Copy the data from Excel sheet and paste it on the data editor • Preserve the data • Close Data Editor

2. Type “describe” in the command space- Software will show the description of the data set.

3. Graphs i) To Draw a scatter plot of variables yvar (y-axis) against xvar (x-axis) type the following in the command box: scatter yvar xvar

ii) Draw a line graph, i.e. scatter with connected points: line yvar xvar …show more content…

Check for stationarity with line graph, correlogram and Augmented Dicky fuller. line yvar xvar, name(Stationarity) corrgram yvar dfuller yvar, 4. Correct for non-stationarity (Differencing for removing the trend)

(i) 1st order difference of yvar, create a new variable dy1 as: gen dy1 = D.yvar (ii) 2nd order difference of yvar, create another new variable dy2 as: gen dy2 = D.D.dy1

5. Examine the differenced variable for the stationarity line dy1 xvar, name(DiffStat) corrgram dy1 dfuller dy1, lags (3) trend regress

6. Identify the parameters for ARIMA Model 7. Estimate an ARIMA Model (i) If AR and MA present arima yvar, ar(num) ma(num) ii) ARIMA (p,d,q) model arima yvar, arima(p,d,q) 8. Tests for model estat ic
Time series analysis
(Session – VI)
Commands and syntax for ARIMA model using STATA 20. Open and Run the STATA application – copy the data to the Data editor 21. Declare the dataset to be time series data, type the following tsset time variable (set the time variable) 3. Check for stationarity with line graph, correlogram and

Get Access
Related
Get Access