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# st: plot confidence intervals with time series

 From annoporci To "statalist@hsphsun2.harvard.edu" Subject st: plot confidence intervals with time series Date Sat, 22 Dec 2012 17:13:28 +0800

```Dear statalist,

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A very simple question: I want to plot confidence intervals onto a time series variable.
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The problem I have is that in some cases the dates display as dates while in other cases they display as numbers. I would like the dates to display as dates.
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I used rates.dta as an example, from the web data repository, even though it doesn't produce interesting confidence intervals. Feel free to use another dataset for illustration.
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The following is my test code. Attempt 1 is what I understand to be the natural approach: the graph has problems with the dates in this case. Attempt 2 is my attempt to do things "by hand": the dates display as expected in this case.
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Follow-up question 1: is there a better way to plot confidence intervals with a flexible value of the significance level, than my second attempt below?
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Follow-up question 2: can I plot the confidence intervals for the logarithm of the variable "on the fly" or do I need to define a new variable equal to the log of the level variable?
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Follow-up question 3: does stata provide a confidence intervals command under non-normal assumptions (e.g. Pareto)? or do I need to do it by hand along the lines of my second attempt below?
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I suspect my questions are FAQ so please do feel free to simply direct me to some relevant url.
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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

*
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*   http://www.stata.com/support/faqs/resources/statalist-faq/
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```