___ ____ ____ ____ ____ (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 mavro.do
. /* NIST StRD benchmark from http://www.nist.gov/itl/div898/strd/
>
> Univariate Summary Statistics
>
> Difficulty=Lower N=50 Observed
>
> File Name: mavro.dat
>
> Dataset Name: Filter Transmittance
>
> Description: This is an observed/"real world" data set
> consisting of 50 transmittance measurements
> (at a sampling rate of 10 observations per second)
> from a filter with a nominal value of 2.
> The experimenter was Radu Mavrodineaunu,
> a member of the chemistry staff at NIST.
> We here use this data to test accuracy
> in summary statistics calculations.
>
> Stat Category: Univariate: Summary Statistics
>
> Reference: None
>
> Data: "Real World"
> 1 Response : y = transmittance
> 0 Predictors
> 50 Observations
>
> Model: Lower Level of Difficulty
> 2 Parameters : mu, sigma
> 1 Response Variable : y
> 0 Predictor Variables
>
> y = mu + e
>
> Certified Values
> Sample Mean ybar: 2.00185600000000
> Sample Standard Deviation (denom. = n-1) s: 0.000429123454003053
> Sample Autocorrelation Coefficient (lag 1) r(1): 0.937989183438248
>
> Number of Observations: 50
> */
.
. clear
.
. scalar N = 50
. scalar mean = 2.00185600000000
. scalar sd = 0.000429123454003053
. scalar rho1 = 0.937989183438248
.
. qui input double y
.
. summarize y
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
y | 50 2.001856 .0004291 2.0013 2.0027
. assert scalar(N) == r(N)
.
. lrecomp r(mean) mean sqrt(r(Var)) sd
r(mean) <exactly equal>
sqrt(r(Var)) 13.1
.
. gen time = _n
. tsset time
time variable: time, 1 to 50
delta: 1 unit
. corrgram y, lag(1)
-1 0 1 -1 0 1
LAG AC PAC Q Prob>Q [Autocorrelation] [Partial Autocor]
-------------------------------------------------------------------------------
1 0.9380 0.9705 46.685 0.0000 |------- |-------
.
. lrecomp r(ac1) rho1
r(ac1) 13.7
.
end of do-file