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Re: st: D. Time series operator

 From "Austin Nichols" 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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```

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