Stata：时间序列教程

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来源：综合整理自：http://dss.princeton.edu/training/ 转载请注明来源 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.dta desc ed 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)  From quarterly to yearly  gen year2 = yofd( ………………………………