___ ____ ____ ____ ____ tm
/__ / ____/ / ____/
___/ / /___/ / /___/ 10.0 Copyright 1984-2007
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 for Linux64 (network) perpetual license:
Serial number: 999
Licensed to: Brian P. Poi, PhD
StataCorp LP
Notes:
1. (-m# option or -set memory-) 1.00 MB allocated to data
2. Command line editing disabled
3. Stata running in batch mode
running /home/bpp/bin/profile.do ...
. do numacc4.do
. /* NIST StRD benchmark from http://www.nist.gov/itl/div898/strd/
>
> Univariate Summary Statistics
>
> Difficulty=Higher N=1001 Generated
>
> File Name: numacc4.dat
>
> Dataset Name: Numerical-Accuracy-4
>
> Description: This is a constructed/fabricated data set
> to test accuracy in summary statistic calculations.
> The numbers are 9-digit floating point values and
> differ only in the last decimal place.
> sample mean = 10000000.2 (exact)
> sample standard dev. = 0.1 (exact)
> sample autocorr. 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: Higher Level of Difficulty
> 2 Parameters : mu, sigma
> 1 Response Variable : y
> 0 Predictor Variables
>
> y = mu + e
>
>
> Certified Values
> Sample Mean ybar: 10000000.2 (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 = 10000000.2
. scalar sd = 0.1
. scalar rho1 = -0.999
.
. qui input double y
.
. summarize y
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
y | 1001 1.00e+07 .1 1.00e+07 1.00e+07
. assert scalar(N) == r(N)
.
. lrecomp r(mean) mean sqrt(r(Var)) sd
r(mean) 15.7
sqrt(r(Var)) 8.3
.
. 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) 10.7
.
.
end of do-file