m********t
发帖数: 16 | 1 在求收益率时间序列数据的标准差时
被告知需要用bootstrap作
看了一些文献，可惜都没有实际运用部分
所以请教一下怎么在stata里做这个bootstrap？
万分感谢！ |
m********t
发帖数: 16 | 2 i use stata as follows:
bs "interest rate" "r(sd)",rep(1000)
then i get a standard deviation
but i want to repeat this procedure for 500 times
(i want 500 standard deviations)
how can i do that?
i don't like to type in the same command 500 times
3q! |
l***n
发帖数: 812 | 3 stata has loop function
you can loop by values/function/variables......you name it.
for your purpose:
forvalues i=1(1)500 {
bs "interest rate" "r(sd)",rep(1000)
}
you can check forvalues/foreach function in Stata's manual.
【在 m********t 的大作中提到】
: i use stata as follows:
: bs "interest rate" "r(sd)",rep(1000)
: then i get a standard deviation
: but i want to repeat this procedure for 500 times
: (i want 500 standard deviations)
: how can i do that?
: i don't like to type in the same command 500 times
: 3q!
|
m********t
发帖数: 16 | 4 3q!
i'm really a junior learner. |
