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st: How to find the best transformation for each variable in 120 periods
From
Xixi Lin <[email protected]>
To
statalist <[email protected]>
Subject
st: How to find the best transformation for each variable in 120 periods
Date
Fri, 22 Feb 2013 09:44:26 -0500
Hi,
I am trying to find the best transformation for each variable in 120
periods. I know that command ladder gives the following result:
Transformation formula chi2(2) P(chi2)
cubic Return^3 . .
square Return^2 . 0.000
identity Return 64.81 0.000
square root sqrt(Return) . .
log log(Return) . .
1/(square root) 1/sqrt(Return) . .
inverse 1/Return . .
1/square 1/(Return^2) . .
1/cubic 1/(Return^3) . .
.
How can I write a loop to find the best transformation fit for each
variable in 120 periods if available?
Thanks for any help!
Best,
Xixi Lin
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