文章基本信息

标题：Stata: The language of choice for time-series analysis?
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作者：Baum, Christopher F.
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：2005
期号：SUPPL
页码：46-63
出版社：Food Distribution Research Society
摘要：This paper discusses the use of Stata for the analysis of time series and panel data. The evolution of time-series capabilities in Stata is reviewed. Facilities for data management, graphics, and econometric analysis from both official Stata and the user community are discussed. A new routine to provide moving-window regression estimates—rollreg—is described, and its use illustrated.
关键词：time-series analysis;time-series data;time-series modeling;moving-window regression;rolling regression