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st: how do I generate fake time series data?


From   David Airey <[email protected]>
To   [email protected]
Subject   st: how do I generate fake time series data?
Date   Wed, 19 Feb 2003 16:37:55 -0600

Dear List,

I would like to generate data like a nested repeated measures ANOVA but with time series data:

Treatment1 (Fixed)
Unit1 (Random)
Subunit1 (Random): time1 time2 time3 ... time100 ... etc
Subunit2
...
Unit2
Subunit3
Subunit4
...
...
Treatment2
Unit1
Subunit1: time1 time2 time3 ... time100 ... etc
Subunit2
...
Unit2
Subunit3
Subunit4
...
...

I am having trouble generating the time series aspect of the data with the desired correlation in it. How do you do it in Stata?! I want to investigate what happens when I ignore unit information:

Treatment1 (Fixed)
Subunit1 (Random): time1 time2 time3 ... time100 ... etc
Subunit2
Subunit3
Subunit4
...
Treatment2
Subunit1: time1 time2 time3 ... time100 ... etc
Subunit2
Subunit3
Subunit4
...


-Dave

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