Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: creating time-series variables using matrix commands


From   <J.B.Durham@frb.gov>
To   statalist@hsphsun2.harvard.edu
Subject   st: creating time-series variables using matrix commands
Date   Fri, 20 Dec 2002 16:47:48 -0500

Given time series data on variables a, b, c, d, e, f, g, and h, is there a
way to create two new variables, X and Y, based on simple matrix inversion,
as in x = A^(-1)*b, where

matrix A = (a b \ c d)
matrix b = (e f \ g h)
matrix x = (X / Y).

(I understand that one can create X and Y via simple substitution, but with
larger systems of equations, this becomes quite cumbersome.)

Many thanks.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index