Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: how to obtain demeaned data and detrended data in Stata
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: how to obtain demeaned data and detrended data in Stata
Date
Thu, 20 Oct 2011 08:33:25 -0400
<>
On Oct 20, 2011, at 2:33 AM, amatoallah wrote:
> I would like to run KSS test (KAPETANIOS, G. ˆ SHIN, Y. ˆ SNELL, A.
> 2003: Testing for a UnitRoot in the Nonlinear STAR Framework) , but i
> don't know how to obtain demeaned data and detrended data .Could you
> describe me the process in STATA?
Note per the Statalist FAQ that Stata (unlike SAS, SPSS, MATLAB, RATS) is not an acronym. It is Stata.
The residuals from a regression of x on a constant and time trend are demeaned (mean of zero) and (linearly) detrended:
gen t = _n
reg x t
predict double eps, resid
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/