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Re: st: D. Time series operator


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: D. Time series operator
Date   Thu, 13 Nov 2008 13:32:27 -0500

See remarks 6 and 7 at -help tsvarlist-.  You can also make the d0 and
d1 variables in the data to see what those operators do:

li time mval d? if com==1, noo clean

    time   mvalue       d0          d1          d2
       1   3078.5   3078.5           .           .
       2   4661.7   4661.7      1583.2           .
       3   5387.1   5387.1    725.3999   -857.8003
       4   2792.2   2792.2     -2594.9     -3320.3
       5   4313.2   4313.2        1521      4115.9
       6   4643.9   4643.9    330.6997   -1190.301
       7   4551.2   4551.2   -92.69971   -423.3994
       8   3244.1   3244.1     -1307.1     -1214.4
       9   4053.7   4053.7    809.5999      2116.7
      10   4379.3   4379.3    325.5999        -484
      11   4840.9   4840.9    461.6001    136.0002
      12   4900.9   4900.9          60   -401.6001
      13   3526.5   3526.5     -1374.4     -1434.4
      14   3254.7   3254.7      -271.8      1102.6
      15   3700.2   3700.2       445.5       717.3
      16   3755.6   3755.6    55.40015   -390.0999
      17     4833     4833      1077.4        1022
      18   4924.9   4924.9     91.8999      -985.5
      19   6241.7   6241.7      1316.8      1224.9
      20   5593.6   5593.6   -648.1001     -1964.9



On Thu, Nov 13, 2008 at 1:16 PM, Diana Eastman <deastman@gma-us.com> wrote:
> I know that D., generates differences of any order. Could someone
> explain how to interpret
> D(0/1).(dummyvar1 dummyvar2)
>
> Specifically, what does (0/1) do with regards to the differencing?
>
> The context of this is an instrumental variable regression.
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