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From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Program to simulate AR(1) time series and return autocorrelations |
Date | Fri, 24 Feb 2012 23:59:59 +0000 |
You can't put a matrix into a value of a variable. Nick On Fri, Feb 24, 2012 at 7:02 PM, brandon lebeau <lebebr01@gmail.com> wrote: > I am attempting to write a program that simulates an AR(1) time series > using the sim_arma command > and computes autocorrelations with the corrgram function. I'm having > difficulties accessing the stored > results from the corrgram function, specifically the matrix r(AC).I > have also tried just accessing r(ac1), > r(ac2), etc. and that works, but does not work when I try to use the > simulate command. > > Here is my program so far: > > program define simarmaT, rclass > sim_arma simy, nobs(20) arcoef(.45) time(time) spin(2000) > tsset time > corrgram simy, lags(13) noplot > return matrix autoC = r(AC) > end > > Then I'd like to use the simulate function to replicate this about > 10,000 times. > Here is a version of my simulate command: > > simulate autoC = r(AC), reps(20): simarmaT > > > I'm hoping their is a simple solution to this as I'm a new user to > Stata, I primarily use R, > but need to replicate my simulation done in R with another program. * * 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/