今天看啥  ›  专栏  ›  Stata与R学习

Stata学习:如何绘制动态条件相关图?mgarch

Stata与R学习  · 知乎专栏  ·  · 2024-01-05 09:32
文献来源动态条件相关(Dynamic conditional correlation)Sinha, A., et al. (2024). Modeling the behavior of renewable energy market: Understanding the moderation of climate risk factorsAppendix A. Supplementary data【数据+Stata+R】下载包ssc install mvcorr示例代码本文对源代码进行了优化:cd "C:\Download\1-s2.0-S0140988323007880-mmc1\Replication Package\Figure 3" use data, clear tsset CODE mgarch dcc ( REN RCC = ), arch(1) iterate(1000) predict h2* if e(sample), correlation rename h2_RCC_REN DCC_RCC_REN export excel CODE DCC_RCC_REN using a, sheet("REN-RCC", modify) firstrow(variables) * import exc a, first clear line D C得到结果期刊排版(完) ………………………………

原文地址:访问原文地址
快照地址: 访问文章快照