Dear Karim,
I do not know this is most appropriate,
but seems to work.
Starting from your saved data,
. infile str9 date float (gdp b c d e) using
http://www.angelfire.com/ab5/get5/gujarati.txt
(88 observations read)
. gen month = substr(date, 3, 2)
. gen year = substr(date, 6, 4)
. destring month year, replace
month has all characters numeric; replaced as byte
year has all characters numeric; replaced as int
. egen quarter = group(month)
. gen time = yq(year, quarter)
. tsset time
time variable: time, 40 to 127
. corrgram gdp, lags(25)
-1 0 1 -1 0
1
LAG AC PAC Q Prob>Q [Autocorrelation] [Partial
Autocor]
----------------------------------------------------------------------------
---
1 0.9689 0.9986 85.462 0.0000 |-------
|-------
2 0.9353 -0.3197 166.02 0.0000 |------- --|
3 0.9014 -0.0959 241.72 0.0000 |------- |
4 0.8658 0.0297 312.39 0.0000 |------ |
5 0.8298 -0.0398 378.1 0.0000 |------ |
T Iwata, Japan
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