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RE: st: Calculating first differenced correlations
From
"White, Nicole (UMSL-Student)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Calculating first differenced correlations
Date
Wed, 8 Dec 2010 18:17:47 +0000
Steve,
Thank you for your help! These commands were very helpful!
________________________________________
From: [email protected] [[email protected]] on behalf of Steven Samuels [[email protected]]
Sent: Tuesday, December 07, 2010 7:30 PM
To: [email protected]
Subject: Re: st: ST: Calculating first differenced correlations
Nicole White wrote: "I am trying to figure out how to calculate the
correlation of first differences for two variables, poverty and
violence rates, for the years 1993 to 2004. "
--
You can do this by hand or by using time series commands; see the
example below. I'm not expert in this area, but analyzing log crime
and log poverty might be worthwhile.
Steve
**************************CODE BEGINS**************************
clear
set obs 12
gen year = _n + 1992
list
set seed 4568
gen crime = uniform()*2500
gen poverty = crime[_n-1] +uniform()
// First by hand
gen d1crime= crime-crime[_n-1]
gen d1pov = poverty-poverty[_n-1]
corr d1pov d1crime
// With Time series operators d. (= d1.)
tsset year
list d1pov d.poverty d1crime d.crime d1.crime
corr d.poverty d.crime
scatter d.poverty d.crime
***************************CODE ENDS***************************
On Dec 7, 2010, at 5:59 PM, White, Nicole (UMSL-Student) wrote:
Hello--
I am trying to figure out how to calculate the correlation of first
differences for two variables, poverty and violence rates, for the
years 1993 to 2004. I assume that I need to identify my dataset as a
time series, so I entered the tsset command and identified the time
variable as years, 1993 to 2004. However, I do not know what command
or formula to use to generate the first difference for these rates.
Can anyone offer some guidance? Thanks
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