Hi
I have recently been working with STATA's time series options. The manual
seems to indicate that a variable can be seasonally differenced in STATA,
however I can't find the syntax. The first difference is simple enough
e.g.: "generate newvariable = D.oldvariable", but what is the code if one
wants to difference e.g. with respect to the 12th period?
I have also noticed that when STATA calculates a partial autocorrelation
function for a series the results differ from the results generated by SPSS
for the same series. Can anyone explain that?
Thanks in advance
Bernhard Hansen
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