Introdução à Séries Temporais e Modelagem ARIMA no Stata

Sandro Eduardo Monsueto () and Jaqueline Moraes Assis Gouveia ()
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Jaqueline Moraes Assis Gouveia: FACE-UFG, Ciências Econômicas

No 8, Tecnical Notes - Notas Tecnicas em Economia da UFG from Nepec - Curso de Ciencias Economicas da Universidade Federal de Goias - FACE

Abstract: This technical note aims to introduce the use of time series in the statistical program Stata. It is explored the configuration required for the program correctly recognize the data as time series type. Moreover, it is presented the main commands to identify and estimate an ARIMA model.

Keywords: Time Series; ARIMA; Stata. (search for similar items in EconPapers)
Pages: 21 pages
Date: 2016-05
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https://files.cercomp.ufg.br/weby/up/118/o/nt-008.pdf First version, 2016 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:ufb:npaper:008

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