Stata: The language of choice for time-series analysis?

Christopher Baum

Stata Journal, 2005, vol. 5, issue 1, 46-63

Abstract: 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. Copyright 2005 by StataCorp LP.

Keywords: time-series analysis; time-series data; time-series modeling; moving-window regression; rolling regression (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (31)

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Working Paper: Stata: The language of choice for time series analysis? (2004)
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