Time-Series Reference Manual
Title: Time-Series Reference Manual
Publisher: Stata Press
Copyright: 2003
ISBN: 1-881228-68-1
Pages: 349
See a larger photo of the front cover
Contents of Time-Series Reference Manual
| intro | Introduction to time-series manual |
| time series | Introduction to times-series commands |
| arch | Autoregressive conditional heteroskedasticity (ARCH) family of estimators |
| arima | Autoregressive integrated moving average models |
| corrgram | Correlogram |
| cumsp | Cumulative spectral distribution |
| dfgls | Perform DF-GLS unit-root test |
| dfuller | Augmented Dickey–Fuller test for a unit root |
| newey | Regression with Newey–West standard errors |
| pergram | Perioogram |
| pperron | Phillips–Perron test for unit roots |
| prais | Prais–Winsten regression and Cochrane–Orcutt regression |
| regression diagnostics | Regression diagnostics for time series |
| tsappend | Add observations to time-series dataset |
| tsreport | Report time-series aspects of dataset or estimation sample |
| tsrevar | Time-series operator programming command |
| tsset | Declare dataset to be time-series data |
| tssmooth | Smooth and forecast univariate time-series data |
| tssmooth dexponential | Double exponential smoothing |
| tssmooth exponential | 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 | An introduction to vector autoregression models |
| var | Vector autoregression models |
| var svar | Structural vector autoregression models |
| varbasic | Fit a simple VAR and graph impulse–response functions |
| varfcast | Introduction to dynamic forecasts after var or svar |
| varfcast clear | Drop variables containing previous forecasts from varfcast |
| varfcast compute | Compute dynamic forecasts of dependent variables after var or svar |
| varfcast graph | Graph forecasts of dependent variables after var or svar |
| vargranger | Perform pairwise Granger causality tests after var or svar |
| varirf | An introduction to the varirf commands |
| varirf add | Add VARIRF results from one VARIRF file to another |
| varirf cgraph | Make combined graphs of impulse–response functions and FEVDs |
| varirf create | Obtain impulse–response functions and FEVDs |
| varirf ctable | Make combined tables of impulse–response functions and FEVDs |
| varirf describe | Describe a VARIRF file |
| varirf dir | List the VARIRF files in a directory |
| varirf drop | Drop VARIRF results from the active VARIRF file |
| varirf erase | Erase a VARIRF file |
| varirf graph | Graph impulse–response functions and FEVDs |
| varirf ograph | Graph overlaid impulse–response functions and FEVDs |
| varirf rename | Rename a VARIRF result in a VARIRF file |
| varirf set | Set active VARIRF file |
| varirf table | Create tables of impulse–response functions and FEVDs |
| 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 a set of VARs |
| varstable | Check stability condition of var or svar estimates |
| varwle | Obtain Wald lag exclusion statistics after var or svar |
| wntestb | Barlett's periodogram-based test for white noise |
| wntestq | Portmanteau (Q) test for white noise |
| xcorr | Cross-correlogram for bivariate time series |
© Copyright 2003 Stata Corporation.