In this video tutorial, we would demonstrate on how to use the built in menu of Stata for Time Series Graphs. The Time Series Graphs using Stata is intuitive and more closely looking to the graphs seen on Economist. We will not show the details of customising the graphs to look exactly as we don on Economist but this will help us produce the graphs at this early stage of learning about Time Series Graphs using Stata. Simple Graph Editor of Stata can be used to modify the graphs to the look one needs.
Time Series Graphs using Stata
Using the Stata menu, Graphics and clicking on the time-series graphs, we get a few options specific to Time Series Graphs. In this simple text tutorial and following video tutorial, we can demonstrate the production of some important time series graphs for inclusion in research reports and thesis.
Note, that the use of relevant Time Series Graphs using Stata is very important. The Stata has given us many options to produce a statistically relevant graphs for inclusion into reports like simple linear charts with a variable on y-axis and time on x-axis, periodogram, correlogram (ac) and partial correlogram (pac).
As we will produce some graphs in this tutorial, it can be seen that Stata will produce a related command as well. For future, we will be able to reproduce these charts by simple clicking on these codes from the review pane. Also, these commands can be used in a loop by making suitable do file involving -foreach var- in Stata.
The important graphs that we can build using the menu is Time Series Graphs using Stata for Bartlett’s periodogram-based test for white noise. This is commonly not observed in literature but is very important test as well as graphic tool. I personally, recommend, Bartlett’s periodogram-based test for white noise for high definition data involving stock prices and exchange rates that needs volatility models.
The following video shows the steps for Time Series Graphs using Stata using the menu. Also, we produce the codes created directly by Stata from these clicks and the data we used for replication of the graphs.
cumsp open, generate(normal_open) addplot((spike open year))
twoway (tsline open) (tsline agri) (tsline manuf)
twoway (tsline open) (tsline gdplc)
twoway (tsline open)
xcorr gdplc open
wntestb open, table
wntestb open, addplot((spike open gdplc))
xcorr gdplc open
There are different options to learn Stata in private and instructor led courses from our AnEc Center for Econometrics Research and earn a verifiable certificate.