TY - BOOK AU - Becketti,Sean TI - Introduction to time series using stata SN - 9781597181327 U1 - 000SA.3 23 PY - 2013/// CY - Texas PB - Stata Press KW - Time-series analysis KW - Computer programs KW - Mathematical statistics KW - Graphic methods KW - Stata N1 - Includes bibliographical references and index; 1. Just enough stata -- 2. Just enough statistics -- 3. Filtering time-series data -- 4. A first pass at forecasting -- 5. Autocorrelated disturbances -- 6. Univariate time-series models -- 7. Modeling a real-world time series -- 8. Time varying volatility -- 9. Models of multiple time series -- 10. Models of nonstationary time series -- 11. Closing observations-- References-- Author index-- Subject index N2 - Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool ER -