Scribd
Upload
16 views1 page

Code CTD

Code chạy data

Uploaded by

nguyenthuytruc12082003
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
16 views1 page

Code CTD

Code chạy data

Uploaded by

nguyenthuytruc12082003
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 1

import excel "/Users/nguyenthuytruc/Downloads/data nè.

xlsx", sheet("Sheet1") firstrow


sort Date
gen t= _n
tsset t
sum DJ SP500 N100 AU XRP BTC Stellar AG CRB INT

pwcorr: <0.8 vif: 1<x<10


*Model DJ, BTC *Model DJ, XRP *Model DJ, STELLAR
pwcorr DJ BTC AG CRB INT pwcorr DJ XRP AG CRB INT pwcorr DJ Stellar AG CRB INT
reg DJ BTC AG CRB INT reg DJ XRP AG CRB INT reg DJ Stellar AG CRB INT
est sto modeldjbtc est sto modeldjXRP est sto modeldjStellar
vif vif vif

*Model SP500, BTC *Model SP500, XRP *Model SP500, STELLAR


pwcorr SP500 BTC AG CRB pwcorr SP500 XRP AG CRB pwcorr SP500 Stellar AG CRB
INT INT INT
reg DJ BTC AG CRB INT reg DJ XRP AG CRB INT reg DJ Stellar AG CRB INT
est sto modelsp500btc est sto modelsp500XRP est sto modelsp500Stellar
vif vif vif

*Mode N100, BTC *Model N100, XRP *Model N100, STELLAR


pwcorr N100 BTC AG CRB INT pwcorr N100 XRP AG CRB INT pwcorr N100 Stellar AG CRB INT
reg DJ BTC AG CRB INT reg DJ XRP AG CRB INT reg DJ Stellar AG CRB INT
est sto modeln100btc est sto modeln100XRP est sto modeln100Stellar
vif vif vif

*Model AU, BTC *Model AU, XRP *Model AU, STELLAR


pwcorr AU BTC AG CRB INT pwcorr AU XRP AG CRB INT pwcorr AU Stellar AG CRB INT
reg DJ BTC AG CRB INT reg DJ XRP AG CRB INT reg DJ Stellar AG CRB INT
est sto modelaubtc est sto modelauXRP est sto modelauStellar
vif vif vif

You might also like