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From |
annoporci <annoporci@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: plot confidence intervals with time series |

Date |
Sat, 22 Dec 2012 17:13:28 +0800 |

Dear statalist,

many thanks. clear cap log close set more off webuse rates.dta global x1 dow format date %td tsset date global t date /* Construct a 95 percent confidence interval, attempt 1 */ graph twoway (lfitci $x1 $t) /// (scatter $x1 $t) /// , title("95% Confidence Interval (dates wrong!)") graph export ci95_x1.ps,replace /* Construct a 95 percent confidence interval, attempt 2 */ reg $x1 $t, robust predict yhat, xb predict shat, stdp scalar define alpha = 0.9 /*significance level*/ gen crit = invttail(e(df_r),alpha/2) gen upper = yhat + crit*shat gen lower = yhat - crit*shat graph twoway (scatter $x1 $t) /// (line yhat $t) /// (line lower $t) /// (line upper date) /// , title("Confidence Interval, significance level = `=alpha'") graph export ci_x1.ps,replace * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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