Stata 11 Time-Series Reference Manual

Stata, 2009. — 545 p. — ISBN: 1597180637, 9781597180634 The Time-Series Reference Manual organizes the commands alphabetically, making it easy to find individual command entries if you know the name of the command. This overview organizes and presents the commands conceptually, that is, according to the similarities in the functions that they perform. The commands listed under the heading Data-management tools and time-series operators help you prepare your data for further analysis. The commands listed under the heading Univariate time series are grouped together because they are either estimators or filters designed for univariate time series or preestimation or postestimation commands that are conceptually related to one or more univariate time-series estimators. The commands listed under the heading Multivariate time series are similarly grouped together because they are either estimators designed for use with multivariate time series or preestimation or postestimation commands conceptually related to one or more multivariate time-series estimators. Within these three broad categories, similar commands have been grouped together.