Stata is a complete time-series package
Stata is a complete package and a complete time-series package.
That means you have access to all the statistics you need, and the
data management, and the graphics. All in one package without
separate modules. All at no extra cost.
Stata provides univariate and multivariate time-series analysis.
That means ARIMA, ARFIMA, SARIMA, GARCH (including EGARCH, APARCH, ...), UCM,
smoothers, filters, spectral density, unit-root tests, ... for univariate data.
That means VAR, VEC, SVAR, MGARCH, DFACTOR, ... for multivariate data.
And for both univariate and multivariate data, it means state-space modeling,
forecasting, impulse-response functions, ...
And more. See
the complete list.
And Stata provides data features you need for real time-series analysis.
Dates. Times (to the millisecond level). User-defined business
calendars. Periodicity conversion. Lag, lead, difference, and seasonal
differerence operators.
And Stata's time-series features are integrated with all of its other
data management and statistical features.
That means
Wald tests, LR tests, linear and nonlinear combinations with CIs,
pairwise comparisons, contrasts, unit roots, ...
And it means polynomial terms and categorical variables.
And Graphics. Autocorrelations. Partial correlations. Cross correlations.
Periodograms, ...
Explore Stata 12’s resources on time series
Stata is a complete integrated statistical package that provides
everything you need for data analysis, data management, and graphics.
To learn more, click here.
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