Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: How to find the best transformation for each variable in 120 periods


From   Xixi Lin <winnielxx@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: How to find the best transformation for each variable in 120 periods
Date   Fri, 22 Feb 2013 09:44:26 -0500

Hi,

I am trying to find the best transformation for each variable in 120
periods. I know that command ladder gives the following result:
Transformation		formula		chi2(2)		P(chi2)	
cubic		                Return^3		.		.	
square		         Return^2		.		0.000	
identity		         Return		64.81		0.000	
square root		sqrt(Return)		.		.	
log		                 log(Return)		.		.	
1/(square root)		1/sqrt(Return)		.		.	
inverse		         1/Return		.		.	
1/square		        1/(Return^2)		.		.	
1/cubic		        1/(Return^3)		.		.	
	.	
 How can I write a loop to find the best transformation fit for each
variable in 120 periods if available?

Thanks for any help!

Best,
Xixi Lin
*
*   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/


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