stata2.key

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k fcast var-s svar-s dynamic forecast-ing structur-al exog-enous
.k stand-ard err-ors std conf-idence interv-als graph-s graph-ics graph-ing
.k est-imation est-imates post command-s vec-s vecm-s correct-ions model-s
.o @fcast graph@

.e [TS] haver
.c manual
.t Load data from Haver Analytics database
.k haver analytics data-sets set-s manage-ment load-ing input-ting input-ing
.k read record-s import-ing transfe-rring database base haverdll dlxapi32
.o @haver@

.e [TS] irf
.c manual
.t Create and analyze IRFs and FEVDs
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k var-s svar-s structur-al model-s impulse response-s func-tions intro-duction
.k irf-s .irf oirf-s fevd-s err-ors variance-s decomp-osition orthog-onalized
.k cirf-s co-irfs sirf-s sfevd-s cumul-ative chol-esky lag-s lag-ged
.k est-imation est-imates post command-s graph-s graph-ics graph-ing vrf .vrf
.k vec-s vecm-s correct-ions
.o @irf@

.e [TS] irf add
.c manual
.t Add results from an IRF file to the active IRF file
.k data-sets set-s manage-ment time-series series irf-s add var-s svar-s
.k rename name-s .irf vec-s vecm-s
.o @irf add@

.e [TS] irf cgraph
.c manual
.t Combine graphs of impulse-response functions & FEVDs
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k var-s svar-s structur-al model-s impulse response-s func-tions
.k irf-s oirf-s fevd-s err-ors variance-s decomp-osition orthog-onalized
.k cirf-s co-irfs sirf-s sfevd-s cumul-ative chol-esky irf-s lag-s lag-ged
.k est-imation est-imates post command-s graph-s graph-ics graph-ing comb-ine
.k vec-s vecm-s correct-ions cgraph
.o @irf cgraph@

.e [TS] irf create
.c manual
.t Obtain impulse-response functions & FEVDs
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k var-s svar-s structur-al model-s impulse response-s func-tions
.k irf-s oirf-s fevd-s err-ors variance-s decomp-osition orthog-onalized
.k cirf-s co-irfs sirf-s sfevd-s cumul-ative chol-esky lag-s lag-ged
.k est-imation est-imates post command-s vrf .vrf .irf creat-e
.k vec-s vecm-s correct-ions
.o @irf create@

.e [TS] irf ctable
.c manual
.t Combine tables of impulse-response functions & FEVDs
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k var-s svar-s structur-al model-s impulse response-s func-tions
.k irf-s oirf-s fevd-s err-ors variance-s decomp-osition orthog-onalized
.k cirf-s co-irfs sirf-s sfevd-s cumul-ative chol-esky lag-s lag-ged
.k est-imation est-imates post command-s comb-ine
.k tabl-es tab-ulate tab-ulations vec-s vecm-s correct-ions ctable
.o @irf ctable@

.e [TS] irf describe
.c manual
.t Describe an IRF file
.k data-sets set-s manage-ment time-series series var-s svar-s irf-s
.k .vrf vrf .irf describ-e descrip-tions vec-s vecm-s
.o @irf describe@

.e [TS] irf drop
.c manual
.t Drop IRF results from the active IRF file
.k data-sets set-s manage-ment time-series series var-s svar-s irf-s
.k drop vec-s vecm-s
.o @irf drop@

.e [TS] irf graph
.c manual
.t Graph impulse-response functions and FEVDs
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k var-s svar-s structur-al model-s impulse response-s func-tions
.k irf-s oirf-s fevd-s err-ors variance-s decomp-osition orthog-onalized
.k cirf-s co-irfs sirf-s sfevd-s cumul-ative chol-esky lag-s lag-ged
.k est-imation est-imates post command-s graph-s graph-ics graph-ing
.k vec-s vecm-s correct-ions
.o @irf graph@

.e [TS] irf ograph
.c manual
.t Graph overlaid impulse-response functions and FEVDs
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k var-s svar-s structur-al model-s impulse response-s func-tions overlay-ing
.k irf-s oirf-s fevd-s err-ors variance-s decomp-osition orthog-onalized
.k cirf-s co-irfs sirf-s sfevd-s cumul-ative chol-esky lag-s lag-ged
.k est-imation est-imates post command-s graph-s graph-ics graph-ing
.k vec-s vecm-s correct-ions ograph
.o @irf ograph@

.e [TS] irf rename
.c manual
.t Rename an IRF result in an IRF file
.k data-sets set-s manage-ment time-series series irf-s add var-s svar-s
.k vec-s vecm-s rename name-s
.o @irf rename@

.e [TS] irf set
.c manual
.t Set the active IRF file
.k util-ity time-series series var-s svar-s vec-s vecm-s
.k irf-s .vrf vrf .irf set file-s
.o @irf set@

.e [TS] irf table
.c manual
.t Create tables of impulse-response functions and FEVDs
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k var-s svar-s structur-al model-s impulse response-s func-tions
.k irf-s oirf-s fevd-s err-ors variance-s decomp-osition orthog-onalized
.k cirf-s co-irfs sirf-s sfevd-s cumul-ative chol-esky irf-s lag-s lag-ged
.k est-imation est-imates post command-s tabl-es tab-ulate tab-ulations
.k vec-s vecm-s correct-ions
.o @irf table@

.e [TS] newey
.c manual
.t Regression with Newey-West standard errors
.k newey-west stat-istics est-imation est-imates command-s
.k reg-ressions west std stand-ard err-ors
.k prob-ability weight-ing robust meth-ods samp-ling samp-les clus-ters
.k pw-eights clus-tering serial-ly corr-elations autocor-relations
.k huber white-s weight-ed bias-ed sandw-ich general-ized mom-ents gmm
.k hetero-skedasticity hetero-scedasticity hsc
.o @newey@

.e [TS] newey postestimation
.c manual
.t Postestimation tools for newey
.k pred-ictions
.k stat-istics est-imation est-imates
.k newey-west post-estimations post
.k time-series series
.o @newey postestimation@

.e [TS] pergram
.c manual
.t Periodogram
.k pergram stat-istics periodo-grams graph-s graph-ics graph-ing
.k time-series series spectr-al spectr-um dens-ity
.o @pergram@

.e [TS] pperron
.c manual
.t Phillips-Perron unit-root test
.k pperron stat-istics autocor-relations coint-egration coint-egrating
.k dickey fuller
.k time-series series unit-s root-s test-s test-ing phillips-perron perron lag-s
.o @pperron@

.e [TS] prais
.c manual
.t Prais-Winsten and Cochrane-Orcutt regression
.k prais-winsten stat-istics est-imation est-imates command-s hildreth-lu lu
.k winsten reg-ressions durb-in watson cochrane-orcutt orcut-t
.k time-series series linear serial-ly corr-elations autocor-relations model-s
.k robust meth-ods clus-ters clus-tering clus-tered
.o @prais@

.e [TS] prais postestimation
.c manual
.t Postestimation tools for prais
.k pred-ictions
.k stat-istics est-imation est-imates
.k prais-winsten post-estimations post
.k time-series series
.o @prais postestimation@

.e [TS] rolling
.c manual
.t Rolling window and recursive estimation
.k roll-ing: : command-s prefix
.k stat-istics est-imation est-imates
.k win-dows recurs-ive reg-ressions time-series series
.o @rolling@

.e [TS] tsappend
.c manual
.t Add observations to a time-series dataset
.k tsappend time-series series data-sets set-s manage-ment append add
.k obs-ervations cross section-al panel-s
.o @tsappend@

.e [TS] tsfill
.c manual
.t Fill in missing times with missing obs. in time-series data
.k tsfill fill time-series series data-sets set-s manage-ment add
.k obs-ervations panel-s cross section-al
.o @tsfill@

.e [TS] tsline
.c manual
.t Plot time-series data
.k tsline tsrline graph-s graph-ics graph-ing time-series series line-s
.k range two-way way plot-s
.o @tsline@

.e [TS] tsreport
.c manual
.t Report time-series aspects of dataset or estimation sample
.k tsreport stat-istics time-series series data-sets set-s gap-s count-s
.k total-s
.o @tsreport@

.e [TS] tsrevar
.c manual
.t Time-series operator programming command
.k tsrevar prog-rams prog-ramming time-series series
.k oper-ators temp-orary var-iables creat-e
.o @tsrevar@

.e [TS] tsset
.c manual
.t Declare a dataset to be time-series data
.k tsset stat-istics time-series series data-sets set-s manage-ment
.k panel-s cross section-al
.o @tsset@

.e [TS] tssmooth
.c manual
.t Smooth and forecast univariate time-series data
.k tssmooth stat-istics time-series series smooth-ing smooth-ers filter noise
.k resist-ant robust hann-ing nonlin-ear med-ians mov-ing ave-rages
.k weight-ed holt winters season-ally forecast-ing cross section-al
.k exp-onential double pred-ictions
.o @tssmooth@

.e [TS] tssmooth dexponential
.c manual
.t Double-exponential smoothing
.k tssmooth stat-istics time-series series smooth-ing smooth-ers filter noise
.k forecast-ing exp-onential double pred-ictions cross section-al dexponential
.o @tssmooth dexponential@

.e [TS] tssmooth exponential
.c manual
.t Single-exponential smoothing
.k tssmooth stat-istics time-series series smooth-ing smooth-ers filter noise
.k forecast-ing exp-onential pred-ictions cross section-al
.o @tssmooth exponential@

.e [TS] tssmooth hwinters
.c manual
.t Holt-Winters nonseasonal smoothing
.k tssmooth stat-istics time-series series smooth-ing smooth-ers filter noise
.k holt winters forecast-ing pred-ictions cross section-al hwinters
.o @tssmooth hwinters@

.e [TS] tssmooth ma
.c manual
.t Moving-average filter
.k tssmooth stat-istics time-series series smooth-ing smooth-ers filter noise
.k mov-ing ave-rages weight-ed forecast-ing pred-ictions cross section-al ma
.o @tssmooth ma@

.e [TS] tssmooth nl
.c manual
.t Nonlinear filter
.k tssmooth stat-istics time-series series smooth-ing smooth-ers filter noise
.k forecast-ing pred-ictions resist-ant robust hann-ing nonlin-ear med-ians nl
.o @tssmooth nl@

.e [TS] tssmooth shwinters
.c manual
.t Holt-Winters seasonal smoothing
.k tssmooth stat-istics time-series series smooth-ing smooth-ers filter
.k holt winters season-ally forecast-ing pred-ictions cross section-al
.k shwinters
.o @tssmooth shwinters@

.e [TS] var intro
.c manual
.t Introduction to vector autoregression models
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k forecast-ing var-s svar-s structur-al model-s impulse response-s func-tions
.k irf-s oirf-s fevd-s err-ors variance-s decomp-osition orthog-onalized
.k cirf-s co-irfs sirf-s sfevd-s cumul-ative chol-esky lag-s lag-ged
.k graph-s graph-ics graph-ing varstable varsoc varwle varlmar varnorm
.k fcast granger vargranger pair-wise caus-ality test-s test-ing
.k autocor-relation resid-uals lagrange multipli-er lm ar
.k stable stabil-ity eigen-values kurt-osis skew-ness norm-ality jarque bera
.k selec-tion final pred-ictions err-ors fpe aic akaike-s information criterion
.k bic bayes-ian hannan quinn hqic lutkepohl intro-duction vec-s vecm-s
.o @var intro@

.e [TS] var
.c manual
.t Vector autoregression models
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k est-imates est-imation reg-ressions var-s model-s lag-s lag-ged order
.k exog-enous lutkepohl forecast-ing vec-s vecm-s command-s
.o @var@

.e [TS] var postestimation
.c manual
.t Postestimation tools for var
.k pred-ictions
.k stat-istics est-imation est-imates
.k var-s post-estimations post
.k time-series series
.k irf-s fcast graph-s vargranger varlmar varnorm varsoc varstable varwle
.o @var postestimation@

.e [TS] var svar
.c manual
.t Structural vector autoregression models
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k est-imates est-imation reg-ressions var-s svar-s model-s lag-s lag-ged order
.k exog-enous lutkepohl forecast-ing structur-al constrain-ed constrain-ts
.k vec-s vecm-s command-s
.o @svar@

.e [TS] var svar postestimation
.c manual
.t Postestimation tools for svar
.k pred-ictions
.k stat-istics est-imation est-imates
.k var-s svar-s post-estimations post
.k time-series series
.k irf-s fcast graph-s vargranger varlmar varnorm varsoc varstable varwle
.o @svar postestimation@

.e [TS] varbasic
.c manual
.t Fit a simple VAR and graph impulse-response functions
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k est-imates est-imation reg-ressions var-s model-s lag-s lag-ged order
.k forecast-ing graph-s graph-ics graph-ing impulse response-s func-tions
.k irf-s oirf-s fevd-s err-ors variance-s decomp-osition orthog-onalized
.k varbasic vec-s vecm-s command-s
.o @varbasic@

.e [TS] varbasic postestimation
.c manual
.t Postestimation tools for varbasic
.k pred-ictions
.k stat-istics est-imation est-imates
.k var-s varbasic post-estimations post
.k time-series series
.k irf-s fcast graph-s vargranger varlmar varnorm varsoc varstable varwle
.o @varbasic postestimation@

.e [TS] vargranger
.c manual
.t Pairwise Granger causality tests after var or svar
.k stat-istics time-series series autoregr-essive autoregr-essions vec-tors
.k var-s