/* NIST StRD benchmark from http://www.nist.gov/itl/div898/strd/ Univariate Summary Statistics Difficulty=Lower N=3 Generated File Name: numacc1.dat Dataset Name: Numerical-Accuracy-1 Description: This is a constructed/fabricated data set to test accuracy in summary statistic calculations. The numbers are large (8-digit integers) and differ only in the last decimal place. Note--by construction, this data set has sample mean = 10000002 (exact) sample standard deviation = 1 (exact) sample autocorrelation coef. = -0.5 (exact) Stat Category: Univariate: Summary Statistics Reference: Simon, Stephen D. and Lesage, James P. (1989). Assessing the Accuracy of ANOVA Caluclations in Statistical Software", Computational Statistics & data Analysis, 8, pp. 325-332. Data: Constructed 1 Response : y 0 Predictors 3 Observations Model: Lower Level of Difficulty 2 Parameters : mu, sigma 1 Response Variable : y 0 Predictor Variables y = mu + e Certified Values Sample Mean ybar: 10000002 (exact) Sample Standard Deviation (denom. = n-1) s: 1 (exact) Sample Autocorrelation Coefficient (lag 1) r(1): -0.5 (exact) Number of Observations: 3 */ clear scalar N = 3 scalar mean = 10000002 scalar sd = 1 scalar rho1 = -0.5 qui input long y 10000001 10000003 10000002 end summarize y assert scalar(N) == r(N) lrecomp r(mean) mean sqrt(r(Var)) sd gen time = _n tsset time corrgram y, lag(1) lrecomp r(ac1) rho1