___ ____ ____ ____ ____ (R) /__ / ____/ / ____/ ___/ / /___/ / /___/ 11.0 Copyright 1984-2009 Statistics/Data Analysis StataCorp 4905 Lakeway Drive College Station, Texas 77845 USA 800-STATA-PC http://www.stata.com 979-696-4600 stata@stata.com 979-696-4601 (fax) 3-user Stata network perpetual license: Serial number: 999 Licensed to: Brian P. Poi StataCorp LP Notes: 1. (-m# option or -set memory-) 10.00 MB allocated to data 2. Command line editing disabled 3. Stata running in batch mode running /home/bpp/bin/profile.do ... . do numacc2.do . /* NIST StRD benchmark from http://www.nist.gov/itl/div898/strd/ > > Univariate Summary Statistics > > Difficulty=Average N=1001 Generated > > File Name: numacc2.dat > > Dataset Name: Numerical-Accuracy-2 > > Description: This is a constructed/fabricated data set > to test accuracy in summary statistic calculations. > The numbers are 2-digit floating point values and > differ only in the last decimal place. > Note--by construction, this data set has > sample mean = 1.2 (exact) > sample standard deviation = 0.1 (exact) > sample autocorrelation coef. = -0.999 (exact) > > Stat Category: Univariate > > 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 > 1001 Observations > > Model: Average Level of Difficulty > 2 Parameters : mu, sigma > 1 Response Variable : y > 0 Predictor Variables > > y = mu + e > > > Certified Values > Sample Mean ybar: 1.2 (exact) > Sample Standard Deviation (denom. = n-1) s: 0.1 (exact) > Sample Autocorrelation Coefficient (lag 1) r(1): -0.999 (exact) > > Number of Observations: 1001 > */ . . clear . . scalar N = 1001 . scalar mean = 1.2 . scalar sd = 0.1 . scalar rho1 = -0.999 . . qui input double y . . summarize y Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- y | 1001 1.2 .1 1.1 1.3 . assert scalar(N) == r(N) . . lrecomp r(mean) mean sqrt(r(Var)) sd r(mean) sqrt(r(Var)) 15.6 . . gen time = _n . tsset time time variable: time, 1 to 1001 delta: 1 unit . corrgram y, lag(1) -1 0 1 -1 0 1 LAG AC PAC Q Prob>Q [Autocorrelation] [Partial Autocor] ------------------------------------------------------------------------------- 1 -0.9990 -1.0000 1002 0.0000 -------| --------| . . lrecomp r(ac1) rho1 r(ac1) 16.0 . end of do-file