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  • Encode MCK

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    ĐÀO NGUYỄN THỊ
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    This document appears to be analyzing financial and economic data using Stata statistical software. It includes commands to set up panel data, summarize variables, check for correlations, perform pooled, fixed effects and random effects regressions, test for serial correlation and panel effects, generate forecasts with ARIMA models, and assess forecast accuracy.

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    encode

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    encode-MCK

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    This document appears to be analyzing financial and economic data using Stata statistical software. It includes commands to set up panel data, summarize variables, check for correlations, perform pooled, fixed effects and random effects regressions, test for serial correlation and panel effects, generate forecasts with ARIMA models, and assess forecast accuracy.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    Download as docx, pdf, or txt
    12 views2 pages

    Encode MCK

    Uploaded by

    ĐÀO NGUYỄN THỊ
    This document appears to be analyzing financial and economic data using Stata statistical software. It includes commands to set up panel data, summarize variables, check for correlations, perform pooled, fixed effects and random effects regressions, test for serial correlation and panel effects, generate forecasts with ARIMA models, and assess forecast accuracy.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    of 2

    encode MCK, gen(MACK)

    xtset MACK YEAR

    sum ROA SIZE DER GROWTH ETR BIG INDUSTRIAL

    tabulate BIG

    tabulate INDUSTRIAL

    corr ROA SIZE DER GROWTH ETR BIG INDUSTRIAL

    reg ROA SIZE DER GROWTH ETR BIG INDUSTRIAL

    vif

    reg ROA SIZE DER GROWTH ETR BIG INDUSTRIAL i.MACK

    est sto pool

    xtreg ROA SIZE DER GROWTH ETR BIG INDUSTRIAL, fe

    est sto fe

    xtreg ROA SIZE DER GROWTH ETR BIG INDUSTRIAL, re

    est sto re

    hausman fe re, sigmamore

    xttest0

    xtreg ROA SIZE DER GROWTH ETR BIG INDUSTRIAL, re

    xtserial ROA SIZE DER GROWTH ETR BIG INDUSTRIAL

    xtgls ROA SIZE DER GROWTH ETR BIG INDUSTRIAL , panels(h) corr(arl)
    gen weekly=tw(2022w1)+_n-1
    format %tw weekly
    tset weekly dfuller price, lags(0)
    dfuller d.price, lags(1)
    corrgram d.price
    ac d.price
    pac d.price arima price, arima (13, 1, 0)
    est store a1
    estat ic
    arima price, arima (19, 1, 0)
    est store a2
    estat ic
    esttab a1 a2, se(%12.3f) b(%12.3f)star(* 0.10 * 0.05 ** 0.01) aic(%12.3f) bic(%12.3f)
    arima price, arima (13, 1, 0)
    dwstat
    predict err, re
    wntestq err
    tsappend, add(5)
    predict fprice, y dynamic(w(2022w52))
    tsline price fprice
    gen mape = abs((price-fprice)/price)
    sum mape
    reg price weekly
    estat hettest

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