___ ____ ____ ____ ____ © /__ / ____/ / ____/ 17.0 ___/ / /___/ / /___/ SE—Standard Edition Statistics and Data Science Copyright 1985-2021 StataCorp LLC StataCorp 4905 Lakeway Drive College Station, Texas 77845 USA 800-STATA-PC https://www.stata.com 979-696-4600 stata@stata.com Stata license: 10-user network perpetual Serial number: 1 Licensed to: Stata Developer StataCorp LLC Notes: 1. Stata is running in batch mode. 2. Unicode is supported; see help unicode_advice. 3. Maximum number of variables is set to 5,000; see help set_maxvar. Running /home/krg/bin/profile.do ... Compile number 170082 . do numacc3.do . /* NIST/ITL StRD > > Univariate Summary Statistics > > Difficulty=Average N=1001 Generated > > File Name: numacc3.dat > > Dataset Name: Numerical-Accuracy-3 > > Description: This is a constructed/fabricated data set > to test accuracy in summary statistic calculations. > The numbers are 8-digit floating point values and > differ only in the last decimal place. > Note--by construction, this data set has > sample mean = 1000000.2 (exact) > sample standard dev. = 0.1 (exact) > sample autocorr. coef. = -0.999 (exact) > > Stat Category: Univariate: Summary Statistics > > Reference: Simon, Stephen D. and Lesage, James P. (1989). > Assessing the Accuracy of ANOVA Caluclations > in Statistical Software", Computational > Statistics & data Analysis, 8, pp. 325-332. > > > Data: Constructed > 1 Response : y > 0 Predictors > 1001 Observations > > Model: Average Level of Difficulty > 2 Parameters : mu, sigma > 1 Response Variable : y > 0 Predictor Variables > > y = mu + e > > Certified Values > Sample Mean ybar: 1000000.2 (exact) > Sample Standard Deviation (denom. = n-1) s: 0.1 (exact) > Sample Autocorrelation Coefficient (lag 1) r(1): -0.999 (exact) > > Number of Observations: 1001 > */ . . clear . . scalar N = 1001 . scalar mean = 1000000.2 . scalar sd = 0.1 . scalar rho1 = -0.999 . . qui input double y . . summarize y Variable | Obs Mean Std. dev. Min Max -------------+--------------------------------------------------------- y | 1,001 1000000 .1 1000000 1000000 . assert scalar(N) == r(N) . . lrecomp r(mean) mean sqrt(r(Var)) sd r(mean) 15.9 sqrt(r(Var)) 9.5 . . gen time = _n . tsset time Time variable: time, 1 to 1001 Delta: 1 unit . corrgram y, lag(1) -1 0 1 -1 0 1 LAG AC PAC Q Prob>Q [Autocorrelation] [Partial autocor] ------------------------------------------------------------------------------- 1 -0.9990 -1.0000 1002 0.0000 -------| --------| . . lrecomp r(ac1) rho1 r(ac1) 11.9 . . end of do-file