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| From | Jason Ferris <j.ferris@uq.edu.au> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | st: Comparison of two time series variables |
| Date | Mon, 12 Aug 2013 01:27:30 +0000 |
Hi all, I am about to embark on some multiple time series analysis of two variables X and Y). Using monthly data, I believe that since the introduction of X there has been an ongoing impact on Y (that is can be attributed to X). Can I just confirm that the best place for me to start reading how best to model this is using VAR or SVAR models? I have Becketti's "Introduction to Time Series using Stata" as my resource. Is this also suitable? Cheers, Jason Jason Ferris (MMSRS, GSTAT) Senior Research Fellow Institute for Social Science Research The University of Queensland Building 31B, Room 104 ST LUCIA QLD 4072 Tel: (07) 3365 6070 Fax: (07) 3346 7646 Email: j.ferris@uq.edu.au Website: http://www.issr.uq.edu.au * * 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/